There is no single best format. KFX enables some features in the Kindle reading app that the other formats do not, but it is also the least well understood and supported format. The Limitations section of the
KFX Output calibre plugin documentation describes some of the potential problems in using it.
1) I don't know how calibre works with Fire tablets.
2) It appears that the Kindle reading app in Fire OS only supports KFX files placed in internal storage, not on an SD card. This is unfortunate since KFX files tend to be large.
3) I doubt that KFX can be made to work with X-ray on a Fire tablet. It might be able to work on an e-ink Kindle reader, but there is no existing software to create X-ray files compatible with KFX.
4) I don't know about Goodreads. I don't use that feature.
5) You can also transfer files over USB using MTP or with a third party app that allows transfers via Wi-Fi.