Lowes/Home Depot sell pre-made "whips" (wire in conduit) specifically for this purpose.

UF stand's for "underground fused" which basicly mean's direct burial not in conduit. Let the electrician use what is most aproperate. If you don't have an electrician,better get one and stop relying on strangers.

If you a question about the code in your area, then call the code official for your municipality. Don't rely on forums and electricians to know what is required.

Code requires that you have a disconnect means at the unit. That is why outside equipment has a disconnect box on the side of the building and a whip as described above extending to the unit itself. As for the power feed to the disconnect box, UF will work. So will THHN wire in pvc or metal conduit.