It's almost as convenient. You just have to download the file, and email it at your @(free.)kindle.com address. No cables, no big and heavy Java app to do file conversion, nothing.

You or others may be interested in the "Magic Catalog" for Project Gutenberg. It's basically an ebook that you put onto your kindle that is a catalog of all the books on Project Gutenberg. You select any that you want and it automagically grabs them for you.

After the initial effort investment (not that hard, since you can download it with the kindle's browser), I would say it's actually easier.

Erm. I have a Kindle DX, and if I download a PDF or Mobi, I can copy and paste it into the Kindle when it's connected.

It's only a few more seconds than an Amazon buy.