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!