GoodReader is the app that can do this (there are others too, of course). You can write, with your finger, directly on the PDF - or post sticky notes, do all sorts of stuff and the changes are integrated into the PDF and will either print OK from GoodReader itself or from your PC. However, you need to be aware that some PDF readers (for example the one built in to the iPad's native Mail app) cannot read PDF annotations so, if you email the document to, say, yourself and try to read your annotated PDF using Mail's inbuilt PDF reader, the annotations - although there - will not be rendered.
But your PC/Mac desktop PDF reader will see them just fine.
GoodReader is great for transferring files to and from your PC and organising them on the iPad - look it up in the app store and read the reviews. It's cheap and well supported too. (I have no connection with the company, I should add!)
Tim
Scotland