I do, but I use Bluebeam's PDF Revu for annotation which is only available for Windows. I use OneNote for all my handwritten notes. My notes are synced in the cloud and they are also searchable as OneNote's OCR feature is remarkably good.
I used to do all of this using Parallels under OS X, but I eventually switched to Windows entirely when I became convinced that it was stable enough.
Wacom Cintiqs, with the possible exception of the new 13HD, have a very irritating anti-reflective coating which can make text look slightly blurred. Some people can't get used to this.