These features are most important to me:
-Drag and drop capability
-Pin/snap into place
-Minimize in icon area of taskbar
Try to use SE-DesktopApps, the is a build-in gadget for notes editing. Simple and nice.
Here is a link to MagicNotes: http://www.magicnotes.com/
I also like Sticky Notes: http://www.sticky-notes.net/
David recommends Jjot's sticky notes: http://www.makeuseof.com/tag/super-simple-sticky-notes-from-jjot/
I prefer Jjot but it's actually a web app. It has drag and drop, pin into place functionalities but since it's not a desktop app, it won't be shown in the system tray.
I really like MagicNotes and have been using it for years.