Public library systems provide access to eBooks through Overdrive and other eBook/Audiobook choices. Check your local library for more information.
There are several sites that offer free audiobooks.
The web has many sites devoted to free eBooks. Generally these are books that are out of copyright and in the public domain.
EBooks without Adobe DRM (or other DRM) can be converted to different file formats. One of the ways you can do this sort of conversion is using a piece of free software called Calibre.
Once you have added ebooks to Calibre, you can convert EPUB to MOBI, PDF to EPUB, PDF to MOBI, and more. Converting PDF to EPUB or MOBI is useful if you want the text to be resizeable and therefore more readable on a mobile device. However, the PDF must have the text embedded in it for the conversion to work. An easy way to test if the text is in the PDF is to try to copy and paste some of the text in the PDF. If you can grab the text, it's embedded in the file and the conversion will work.
You will lose any graphs, charts, or other images the PDF had, however, so think about what information you want to keep in the ebook.