What he says ^^^^
I'd use AZW3/KF8 via USB unless it for an ancient kindle (Earlier than FW 3.x.x). I use USB / Sideload even for Amazon books on the Kindle, so I have backups.
I use Calibre dual mobi (KF7 & KF8) only for tests and Kindle on Smashwords.
The advantages of KFX is marginal and the Amazon delivered version has extra DRM even when publisher opts for NO DRM! Most KFX files are made from the same docx or epub2 as azw3/KF8 anyway.
Send To Kindle is very limited and gives Amazon a copy. It may actually be violating copyright if the ebook is in copyright and not bought from Amazon.
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