I use my n800 for reading books and a lot of articles. It is very good (for me) but most of my files are bellow 40mb. I have tried one that is bigger but because of the images it works too slow. I can't complain as it does the job were a laptop would be too big, plus i can carry it in my pocket. I still need a big screen if i want to take a closer look to an image or table so i usually carry the same files in my n800 and my USB drive.

About the margins, i believe those depend on the reader and how the files were created. The PDF reader in the n800 shows me margins in some files but Evince doesn't.

Something that i think is a good idea is to divide your PDFs if they are two big, if it is a book you can have it in chapters and that may increase your speed.