Slate magazine uses a nice way of presenting footnotes, especially in the series of long-form articles it published in the last few months. They use a small grey circle with a + sign in it; when you hover over the circle, a popup appears with the footnote. Some of the long-form articles have entire paragraphs in each footnote, which seem like they've been removed to make the article flow better but preserved for the interested reader who would like more detail. Others are simply corrections or clarifications added after the fact. I'd love it if more sites picked up this convention.
Another site which has a particularly unique way of writing footnotes is E2 ( http://everything2.com ). Like Wikipedia, editors ('noders') are encouraged to link articles ('nodes') together by hyperlinking words throughout the text. Unlike Wikipedia, noders can post anything: essays, fiction, poetry.
Some use the hyperlinks as commentary on the main text - if you hover over them, the title of the linked node can be very different from the text of the actual link, possibly changing the meaning of a sentence (for example, "I tell her that I'm [okay]", with [okay] linking to the node 'I am not okay'.)
Occasionally, noders link entire phrases or sentences which seem interesting, even if there's no actual node with that name. There is the concept of "filling nodeshells": writing new and interesting content to fill a node which was created by someone linking a phrase from another node.
Each node also holds a grid of 'softlinks': nodes which people visited from that node. Mostly this is composed of links from the text in that node, but it can also be used for readers' commentary via the readers deliberately visiting appropriately-titled nodes.
More info:
http://everything2.com/title/The+perfect+node