If all your books are managed in Calibre, the process of moving to a new Kindle is trivial. But since you haven't done that before now, you're going to have to send them from Amazon the hard way.
I would strongly recommend using Calibre to manage your books. While it is technically possible to use Calibre without removing DRM from the books, there are obvious benefits to having the DRM off, especially if the need is to move the books to a new device when the old one dies. Calibre can make the process of removing that DRM easier (google Apprentice Alf), but doesn't in and of itself have anything to do with DRM.
Another plus of Calibre is the ability (with Plug-ins) to manage your collections on your PC instead of having to do it on your Kindle.
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