I usually get a free bookmark with every book I buy, but soon misplace them. Bending pages is the one sin I allow myself without much guilt. The damage is very light anyway.

I bend pages not just to keep my current spot, but as persistent markers to things I want to find later, notes I've scribbled, or whatever. A big ephemeral dog ear for current location, and then a bunch of tiny little persistent dog ears for reference.

Index cards are the way. Bonus: notes.