IMHO, downloading the whole Wikipedia would be overkill. What you could do is sign up for a free
Instapaper account, mark all Wikipedia pages that you're interested in and then have the
Instapaper website generate a custom Kindle .mobi file for you that can also be read on older devices.
BTW, Susan is right, you
can search .mobi files. If you tap the book title in the upper left corner of Mobipocket reader or tap/press the menu button, you should see a drop-down menu with a Find menu option in it.