For most people whatever is built into your browser of choice is probably fine and more convenient, but having worked with some of the advanced features of PDFs, I can tell you I've never found another program that supports them properly.

I've been using Foxit Reader for the past 2 years. It hasn't crashed once. And they use the Ribbon for the UI like MS Office which is a bonus. 

@Ryan_Vickers sumatra pdf works perfect every time and takes almost no power to run at all, adobe takes 10 processes to open a 1 page pdf, it's ridiculous