Google Blogoscoped points to MyStickies; a Firefox extension which allows you to annotate web pages with your own notes with "yellow sticky labels".
It’ll add a toolbar allowing you to add a note or you can use the alt key on the keyboard and drag an area for the sticky note.
This is similar to the annotation servers which Tim Berners-Lee talked about in Weaving the Web (which is highly recommended).
I remember planning to make a Firefox sticky note extension about a year ago but I never got around to it but this extension pretty much is what I was imagining. I would have prefered to have notes stored offline however rather than relying on a third party to store my notes.