Personally, I use OneNote, it's cross-platform so I can see my notes on my windows laptop, PC, phone etc. It's also got some quite cool integration with browsers like Chrome (OneNote clipper) so if I come across an interesting website, I can send the link or even a screenshot straight to OneNote. It seems to link into everything so can fire content to OneNote and organise it later.
Downsides are I don't think the note taking experience is quite as polished as goodnotes/notability etc. On my mini, OneNote is ever so slightly laggy with the pencil, but it probably won't be on the Pro.
Depends what your whole ecosystem is I guess.
Re storage - don't have to use icloud, I think most apps allow you to use dropbox/onedrive/google/whatever.