Two ways I can think of:
You have not only your @kindle.com address, which converts & mails to your Kindle directly, incurring the fee, but your @free.kindle.com address. Mailing a file to this address means it will be converted and sent to your email address on file with Amazon. You can then move the file via USB to your device. This does NOT incur any charges.
Second method would be to use a conversion program on your computer. There are quite a few available; the one I use is Calibre. This will not convert to .azw (Amazon's proprietary format), but it will convert to mobi (.prc), which is just fine for Kindle use. I've compared PDFs converted by Amazon versus Calibre, and there was virtually no difference. The benefit to doing this, aside from the lack of cost, is that you can edit the metadata directly (for example, tweaking the title or author's name). At this point, no one has the ability to edit .azw files.
Calibre is available for Windows, Mac, or Linux operating systems. http://calibre.kovidgoyal.net/
There are also features for cataloging your e-book library, and for automating news feeds (which you would still need to either manually email to the kindle or transfer daily via USB--I don't use either feature, but I know there are people on this forum who do & may be able to assist.