Greetings,
This is probably "old news" for most of you, but in my exploration of the FB2 eBook format, re-invigorated by the additional capabilities of the upgraded CoolReader software in the March 2010 firmware update, I discovered a really fun website.
http://web2fb2.net/
You enter the URL of a page you'd like to convert and it offers you an FB2 (zipped) and/or EPUB file for download. It only captures the top level of the site so if follows none of the links. But for grabbing a Wikipedia article or an essay to read later, it works great. While it offers some choices for tweaking the output, for most of the things I've tried the default settings work just fine.
And...It's free, although there is a PayPal donation link if you are so inclined.
I imagine similar things could be done with Calibre, although when I first attempted this I was very new to the program and failed miserably.
But this solution is so easy; even
I can do it.
Enjoy!