If haven’t already seen you’ll find SharePoint Online in the version of Office 365 due out shortly includes the option to convert documents to PDFs.
When you preview a supported document you’ll see the Office Web Apps preview as shown above. In the lower right of this window are a number of menu buttons. If you select the first one from the left (which looks like a page) a menu will be displayed. In this menu you’ll find the option Print to PDF.
Selecting that will give you a nice PDF of the document. Easy as.