Yeah, I particularly like this feature of my Kindle as well. I can't recall the last time I used a cable to transfer anything to it.
Note that, as far as I can determine, even on the other eink readers that have web browsers that let you view your email, I don't think any of them other than the kindle will allow you to download attachments from them, so that would only be an approach if your documents were text and in the body of an email. Only on the Kindle, as far as I know, can you download the mobis right from MR's library or PG for example, or get books from your own library via Calibre's content server.
If anyone knows for sure differently, let me know.