A family of Microsoft presentation graphics products that offer tools for creating presentations and adding graphic effects like multimedia objects and special effects with text.
I tested Adobe Acrobat and found that the Acrobat PDFMaker add-in will create bookmarks from PowerPoint headings, as you were hoping. In addition, it allows you to attach the PowerPoint file to the PDF, which makes it easier to keep the 2 files co-ordinated. The main problem is the cost of the software. A student and teacher edition is available for US$119.
OneNote is good for collecting information. It's unfortunate that Microsoft killed off the version you're using, that limits its future. Here's a page that gives ideas about presenting directly from OneNote without using PowerPoint.