The problem is probably with the pdf files. If they have much fancy formatting, they are not going to convert well.
EPub normally converts quite well. The problem is not so much the format you are converting, but the file you are converting from.
You could try .mobi format, if you want, but it is basically the same as azw. If you are not going to use send to Kindle or email to send to the Kindle, you can try azw3.
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