I have tried Zamzar, which was the only one out of the many I tried that actually worked, however it created a barely readable PDF that centred all the text in the top left corner with almost no margins, and the text was not very readable - just not something I would want to read on my iPhone.
What would be awesome was something that tried to convert it into a readable format, more like a book - or something that was visually similar to webpages that have been processed into Arc90's Readability extension.
So if there is a web or Windows app that does this well, I would love to try it!