We highly recommend trying out the free citation managers before committing to purchase one. Zotero and Mendeley are both free to use, and EndNote offers their EndNote Basic version for free.
Mendeley is a free reference manager and an academic social network. Available for Windows, Mac, and Linux.
EndNote is a reference and full-text organizer that allows users to create bibliographies and format documents in a number of styles.
Zotero is a free citation management software that stores and generates accurate citations and bibliographies. Available for Mac, Windows, and Linux.
PubMed does have an option to create your own bibliographies within your My NCBI account, but more importantly, it has options to send citaitons to your preferred citation management tool.