convert ./myfile.pdf ./myfile.gif

convert ./myfile.pdf ./myfile.jpg

I'm not sure how to select a specific page from a pdf, but this is what I use to convert single-page pdfs to jpgs:

convert -colorspace rgb input.pdf -antialias -quality 60 output.jpg
[download]

You really MUST use -antialias, and if you're converting CYMK pdfs to jpgs for the web, you really should also use the -colorspace rgb option, since many browsers suck at CYMK jpgs.
"What should it profit a man, if he should win a flame war, yet lose his cool?"

Actually your first example makes an animated gif out of the pdf. Look at ImageMagick's documentation for thumbnail and explore some of the other options to deal with odd page sizes.