Microsoft has an Office 2007 plug-in that lets you save documents as PDF files. This works for all Microsoft Office applications, not just Microsoft Word. The only drawback is that this only works for Office 2007, not earlier versions of Office, and does not work with other document types.
Adobe Acrobat (not the free Adobe Reader) installs a printer driver that lets you convert any document to a PDF by “printing” it to their software. The advantage is that this works for any document type. However, if you’re starting with a Word 2007 document, Microsoft’s plug-in is much faster, maybe 10x faster.
If you don’t want to buy Adobe Acrobat, you could use PDF995. Like Adobe Acrobat, this installs a printer driver; you convert documents to PDF by choosing this software as your “printer.” PDF995 comes in two versions: a free version supported by advertising, and an advertising-free version for $9.95.
I would rank these methods in the order presented above. I’ve had the best experience with the Microsoft plug-in. The Acrobat printer driver is slow, but usually does a good job. The PDF995 printer driver works OK most of the time, but I had a few issues with it. It’s been a long time since I used it, but I think the problems had to do with unwanted footers and sometimes fonts in the PDF not matching the original fonts. I’m not sure now, but I think I’ve also had problems with the Acrobat printer driver.
If you want to make a PDF from a LaTeX document, use the
pdflatex program that ships with LaTeX. I’ve never had any problems with it.
Update: See this post for notes on PDFCreator and pdftk.