Calibre makes converting epubs and loading them onto Kindles. It handles a wide range of different ebook formats. I probably would work with your Kobo as well if you have some non-epub source documuments.
You can use Calibre to convert with kindles, but some documents don't convert well without a lot of effort/tuning and you really shouldn't have to. Spend your money elsewhere.
The biggest downside of Kobo for me has been Rakuten's update cadence. The system updates opt-out doesn't actually work from what I can tell and my device only comes out of airplane mode once every few months. Every damn time I do so it has to download an update, lagging out for a long time, and changing the UI in exciting new ways.
Whenever I had a problem, the Epub book was not built right and had the exact same issues before conversion. PDF doesn't work well, but I don't know anyone does PDF well on e Reader space
Calibre is king, set things right and you can just email books to your Kindle.
Because all you give them is a (usually) public book and your kindle email. Most of us aren't afraid of anything that can be done with that information.
There's a reason most states in the US have laws protecting library records. I don't know who runs this site or what privacy laws and policies (if any) they operate under, so I don't know how they might feel about certain books I might send through it and what they might do about it.
I don't want to send a copy of "And the Band Played On" (for example) and start getting Chick Tracts.
I’ve had Kindles with ads. They are almost unnoticeable. If you are tight on your budget it is not unreasonable to choose the ad-supported model. Often the screen saver ads are offers for books that match your interests.
You'd generally expect that to be the case as they're fairly similar formats internally. Nevertheless, I did probably thousands of conversions in a decade+ of owning various kindles and encountered issues more than a few times. When my last kindle finally kicked the bucket I simply switched to a kobo.