The PDF should be pretty easy. If you download CUTEPDFWRITER which is free, it gets set up as a printer choice. Then whatever program you have the document open in, just get it set up however you like, choose print, then choose CutePDFWriter as the printer, and print. It will open a save box, just type in a filename, and voila. It saves the whole thing to a PDF. Works great.

http://www.cutepdf.com/products/cutepdf/writer.asp

This is for windows machines. There might be something similar out there for macs.

Then I'd say you could use calibre to convert it to epub. Don't know about other formats. Hope this helps.