The best, and most expensive, way to produce PDF files is using Adobe Acrobat, which comes with two utilities to generate PDF files from other programs - Distiller and PDFMaker.

The next best thing is PrimoPDF(1) which provides a foolproof GUI for the GhostScript PDF utilities. The GPL-licensed PDFCreator(2) does the same thing, but doesn't work so well in my experience.

Win2PDF(3) is just as easy to use, but be aware that it is not really free, to use it requires a US$35 registration fee. Unless, of course, you're the "You are on day 1330 of your 30 day evaluation period" type.

The above writeup's GhostScript method is free, but only recommended for advanced users - and even then, I would suggest PrimoPDF as a better option. If you must use it, be careful with ISO paper sizes (A4, etc). When 'printing' the document, you have to ensure that the printer driver paper size is set correctly. (The default is US letter size.) To do this, from the print dialog, click 'properties' then 'advanced', then choose the appropriate paper size. If this step is missed then the generated documents will appear roughly 10% smaller on printouts.

(2) - cheers to generic-man