Use Wordpad & save it to a .rtf file. Any formatting like bold or underline will be preserved in a file most word processors can open. I've started using it as my default format for anything that doesn't include graphics.

Printing to PDF files should be easy with online apps as mentioned by some one else. The nicer thing about Evernote (which is also free) is that you can search text within images, handwriting etc. I really got hooked on it by the ability to email yourself pics and thus have it archived as a "photo" that is easy to search for. I guess GoogleSearch for the desktop should do the same, but not sure.

Eric