I love having all my books dumped right onto my Kindle because I do tend to search through them a lot.
However, if space was a problem, I also store all my ebooks on dropbox.com As long as you are online with wifi or 3G, you can access any Kindle-friendly files (mobi, prc and azw) and download them onto your Kindle right from the Kindle web browser.
Process explained in these two posts:
http://www.kinworm.com/2010/10/backu...g-dropbox.html
http://www.kinworm.com/2010/10/downl...s-to-your.html