I'm one of those people who writes in books - underlines critical phrases, asterisks main arguments, etc. It's pretty much impossible to get through graduate school without adopting some sort of marking up habits and after you start grading papers and exams, well, the compulsion to comment on everything written becomes hard to overcome. I loved my 19th century British Lit class in college, but I never would have gotten through Vanity Fair (which I loved!) without notes to myself as to what on earth all of those obscure words and phrases meant. (Probably less obscure 100 years ago, or had I been older, but no matter.)
I also tend to mark up textbooks these days, if only to help myself remember what it is that I want the class to discuss next week. One of the books I'm using at the moment (not of my selection) has downright beautiful illustrations even if the authors deserve to be taken out back and beaten with my old copy of Vanity Fair for their appalling prose and lack of detailed explanation of major points.
Last night I think I committed an unforgiveable sin - I started doodling and drawing pictures in the margins, filling up every available milimeter of space with squiggles and inter-connected triangles. This did nothing to inhence my unedrstanding of the authors' intentions or improve my teaching, but it did make the time go more quickly.