The Kindle's standard format AZW is exactly the same as MOBI, and the Kindle will read DRM-free MOBI ebooks. You can side-load them via USB.
Calibre, which has its own forum here, can convert just about any DRM-free ebook format to MOBI for a Kindle.
MOBI is not as capable as ePub, but it is good enough for many purposes. If you want, you can jailbreak the Kindle and read ePubs directly (
FBreader & fbKindle).