Just to amplify what Mohit said in his accepted answer above, here is a quote from the author he mentioned in that answer. This is from where Bringhurst extols the virtues of the kind of notes that he calls sidenotes. I include a little bit of it here particularly since it is not otherwise available on Google Books or elsewhere online, and it is too long to add as a comment. And it is delightful to read.
On page 68 of v3.2 of his Elements of Typographic Style, Robert Bringhurst writes the following (which I merely excerpt here in part; there is rather more to it):
4.3.1 If the text includes notes, choose the optimum form.
If notes are used for subordinate details, it is right that they be set in a smaller size than the main text. But the academic habit of relegating notes to the foot of the page or the end of the book is a mirror of Victorian social and domestic practice, in which the kitchen was kept out of sight and the servants were kept below stairs. If the notes are permitted to move around in the margins – as they were in Renaissance books – they can be present where needed and at the same time enrich the life of the page.
[two equally charming paragraphs about footnotes and endnotes omitted --tchrist]
Sidenotes give more life and variety to the page and are the easiest of all to ﬁnd and read. If carefully designed, they need not enlarge either the page or the cost of printing it.
Making this Community Wiki because I don’t want rep from it.