Actually, this little post should have been called «How to create e-pubs from web-pages, convert them to .mobi, and read them on your Kindle». But that was too long. I am short on time so I am just going to sum it up for you:
Forget about the content below: just use SendToReader - it is the easiest, most hassle-free solution by far :-) (Thanks go to Sergey!)
Add the little bookmarklet from dotEPUB. This will enable you to convert any webpage to the epub format instantly. Pretty much like the pdf-printers most people are accustomed to. Download Calibre – a free-for-all e-book management system that can convert from/to any format. Available for all operating systems Go to any web page you would like to have converted and press the dotEPUB bookmarklet to get a epub version. Add the epub books you now have created to Calibre You can now mass-convert the titles to mobi or do this per title. Use Calibre to add them to your e-book reader. It can even send books using e-mail (for instance using Amazon Whispersync to deliver books to your Kindle).
There you go. Any web page is now downloadable as an e-book for your reading device of choice!