If you are downloading the PDF from mail, tap the file again to open it in the viewer. Then tap the share arrow in the upper right hand corner and select "open in iBooks." Voila, you're all set!
On your browser, when you tap a link to a pdf file, most of the time a second tab opens. Sometimes the tab you're just looking at changes to show you the file.
In the upper right corner, you should have the possibility to open the file in another app. If you don't see this option, tap the file, and it will appear. Most of the time, the browser shows two fields. If you don't like the first suggestion, tap "Open in..." and you'll be given other choices, depending on the apps you're using on your iPad.
Now you tap the app you prefer. Some of the apps store the file after choosing them.
In apps like SkyDrive, you'd have to upload it, using the button below.