The easiest way now is to download to Kindle for PC and use unswindle.pyw (v7) to produce a DRM-free MOBI. Then convert to ePub for the Kobo using Calibre.
I almost exclusively read ebooks in the ePub format, but I buy most of my ebooks from Amazon because of price and availability. Converting from AZW to ePub is easy once you get the hang of it.
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