[ableal]

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 ...)