This topic has been discussed (ad nauseum) in the past. To summarize that conversation, without bothering you with pages and pages of comments -- The tool you're using (Thorium) appears to have the consensus due to its support for various formats.
The problem is that you mentioned that you do not want something "heavy" (keep in mind the "ugly" component can be fixed; there are skins available, plus you do not need to use the ebook manager; you can use the reader ala carte).
You also mentioned that you want more features than Thorium has to offer.
In other words, it will be difficult to offer a perfect solution because you would like both anti-heavy and feature-rich, which is somewhat contradictory ;-)
Sumatra is possible the lightest PDF/eBook reader; however, it's also not robust in features.
You mentioned Kindle... If you like Kindle, perhaps you would like Nook as an alternative that supports ePubs?
Let me know your thoughts and based on that, we can tailor additional options.