For Kindle users, Calibre is the way to go

It is amazing just how good Calibre, a free, open source program, is. It will allow almost anything to be converted into the Kindle-viewable MOBI format and the books look great too! I used it on other kinds of ebooks, PDFs, and even an ebook published as a whole folder full of HTML and it converted them. The only thing it wouldn't turn into a .mobi ebook was a Word document, but that was easily fixed by exporting it as a PDF in OpenOffice and converting that. Awesome. It is available for Windows, Mac OSX, and Linux.