Thanks for the tip, Valik. After reading various documents, I have implemented similar functionality which I find to be quite satisfactory.
OnMarginClick() didn't work like I expected and caused too many problems, so I used OnDoubleClick(). Now when I double-click a line, a bookmark is toggled on/off for that line. I think this is just as good, if not better, than the margin clicking version found in Notepad++.
Here are the installation instructions for anyone that is interested. In anyone sees something I did wrong, please let me know.
I'm not sure this qualifies as "outside of the scite source" but the Menu IDs are defined in SciTE.h which can be viewed here.
http://scintilla.hg.sourceforge.net/hgweb/scintilla/scite/file/tip/src/SciTE.h