Yes, the kindle will read any unencrypted mobipocket files just fine. The PDF support isn't as good on the 6" kindle as on the DX though, since there is no way for it to reflow. Don't think PS is supported, and never heard of djvu.
The .mobi files work fine (.azw is a rename/tweak of mobi). That's what http://feedbooks.com (recommended, btw) gives out under the 'Kindle' download button.
PDFs work; I believe I tested a scanned bitmap on the DX (as chrisbolt said, full letter/A4 page PDFs not recommended on the 6inch screen).
Only did a cursory wikipedia HTML test, but the pic seemed to grayscale OK. (No Djvu, didn't try PS, not listed ...)