Loading PDFs is trivial. The DX shows up as a standard USB flash drive, allowing you to drag and drop files into its Documents directory from any modern OS.
PDFs display well, though you'll want to turn the DX on its side to more closely approximate the width of a printed page. The DX can't reflow PDF text like it can with standard Kindle books. It became very obvious why Amazon didn't bother with PDF support on their smaller Kindles. Pragmatic Programmers offers their eBooks in .mobi format, so I redownloaded my existing library and copied the files over USB. Serious props to Pragmatic for being so... pragmatic. Manning's PDF books display well. O'Reilly, OTOH, adds huge and extremely obnoxious copyright headers and footers to their Safari PDF downloads that results in the actual book page being shrunk to a small illegible island in the middle of the screen. I've complained to O'Reilly about this, no word back yet. Outside of that inexplicable piece of design dysfunction every PDF I've thrown at the DX has worked well.
If you have trouble with eye strain like I do (Convergence Insufficiency, use the website to direct you to a clueful optometrist if you have trouble staying focused while reading or have vaguely ADD-like symptoms), the non-backlit Kindle screen is VERY nice. It's at least as easy on my eyes as paper, if not moreso due to the font flexibility.
You will want the Mighty Bright LED reading light Amazon recommends (requires 3 AAA batteries, not included), as well as the protective leather cover that Amazon should have included and you'll feel like a schmuck paying $50 for.
The Sprint-driven Whispernet wireless service is excellent. Being able to receive free book samples, read them, then purchase the full book from wherever I am (so long as I don't stray too far from civilization) is dangerously convenient.
I've very glad I waited for the DX over the smaller Kindle 2. If you have the cash, or have simply given up on paying off your credit card, I highly recommend it.