This question is coming back often, and the general answers are very often the same. In an objective to concentrate useful information in one place, here is a community wiki about it.

How can I convert this filetype to pdf?

This question will have two kind of answers:

• The generic case, which works for most filetypes.
• The specific cases, which should be one answer per filetype.

Restricting the OS field to Windows, as most of these questions are about this OS. This may change eventually.

As it is community wiki, feel free to edit this question to improve it as well.