I was going to say avoid converting to .pdf but then I realised you have a DX which is probably a whole better at viewing that file format than the 6" Kindle. Not sure what note-taking is like though with pdf files or whether annotations are actually supported for this format.
Where I can, I prefer to save all my files as HTML (easy to do using Save As in Word or Open Office) because this format converts very nicely into mobi for the Kindle and things like basic formatting, images and links are preserved. You then have the choice of converting to mobi in Calibre (or something like mobipocket creator) which I recommend with more complex, image based docs - or sending your hmtl file to your Kindle via your Kindle email address.
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