There are at least two sites that'll convert web pages on-the-fly to ePubs:
dotEPUB
Instapaper
Unfortunately, both of them cannot handle images and Instapaper's ePub TOC code seems to be broken. I.e. you'll have to either regenerate the ePub TOC with Sigil or convert the Kindle version with Calibre.
I prefer the
GrabMyBooks Firefox add-on.