Someone else will probably give a more extended answer, but here's a quick summary of what I'd do (well, maybe not exactly what I'd do now, but what I'd do your description applied to me
):
1. From Word, I'd export to HTML and probably use something like Toxaris's macro
here. Then work in
Sigil.
2. As can be deduced from above, the master format would be ePub. That's because it the most feature-complete, and can be easily edited and exported (it's just a zipped bunch of plain text files, plus images and the like).
3. I think it's better to use Amazon's converter (kindlegen or whatever it's called) to create the Amazon formats. You may need some tweaking in the ePub file to get a "perfect" result, though. For PDF (or PDFs, as several page sizes are recommended), I'd use
Prince through something like
this script. With some careful styling, you can get page numbers, headers and footers, hyperlinked TOC, etc.