Every theologian has the need to make PDFs, but not every theologian has the money for Adobe’s Acrobat Professional, now in version 8. By far the best free PDF maker out there is PrimoPDF. No strings attached. No annoying labels added to your documents. Full functionality. Lots of great features. Version 3 was just released. If you don’t have it, I’d strongly encourage you to get it. You’ll be glad you did.
However, once MS Office 2007 is released, it’ll finally have the ability to save documents as PDFs. Until then, PrimoPDF is the way to go.
Update: I’ve been disappointed with the Office PDF feature. It does have the advantage of maintaining all link functionality and preserving your document map for easier navigation, but the quality of the type is poor and the size of the file is unusually large. If you need links and/or document maps for navigation, the Office PDF feature is probably what you want. If you don’t, I’d recommend continuing to use PrimoPDF as it will give you a smaller and sharper looking document.