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Use EPUB file format and your books will work on all devices, including Kindle.
My Kindle won't open EPUB files, only AZW3. But it is easy to convert with Calibre.
The rest is true in my experience. Loading non-DRM AZW3 books works fine; Kindle doesn't magically add DRM to them nor delete them.
If you're getting books from Amazon with DRM, you don't need to sideload them!