As pdurrant said, it's very easy to convert your books (that is, in fact, one of calibre's primary reasons for existing
).
If you decide to buy a Kindle, simply connect it to your computer, let it be detected by calibre, then select your books and click Send to Device.
calibre will automatically detect that there are no Kindle-compatible formats in your library, and convert them before sending. No user interaction is required.
...
Make sure to use "Configure this device" to select AZW3 as a valid Kindle format, and push it to the top of the list.
By default it is not included, since that driver is shared by the K2/K3.
See screenshots.