These are Kindle's native file formats that require no conversion:
• Kindle (.AZW)
• Text (.TXT)
• Unprotected Mobipocket (.MOBI, .PRC)
• Audible (.AA)
• MP3 (.MP3)
If you get a moment, take a browse through the
Kindle User Guide to familiarize yourself with the Kindle's features (while you're waiting for it to arrive
). It's a quick read.