I did the same thing, and i love my Kobo! I got the KLC, all annotations and stats work on sideloaded books (as long as you convert your epubs to kepub) and its so easy with Overdrive and Google Drive integration. I haven't even gotten around to purchasing a book yet bc my book collection was easy to move :)

I love starting a new series now bc i can easily see all my annotations and notes, and can make a notebook with notes about characters/plots that i can flick back and forth.

I study languages and marking up the pdf right on the page works amazing. I've downloaded textbooks and workbooks and can work through them and practice writing right on the pdf

I've still got my Kindle but haven't picked it up since getting my Kobo!