I've often used this service:
http://www.edukindle.com/downloads/kindlepedia/
It works very well. You just paste in the URL of the Wikipedia page you're interested in, and a few moments later they give you a link for downloading the article in Mobi format, which can be read directly by the Kindle.
They also have a service that lets you combine several Wikipedia articles into a single file, but I haven't tried that yet.
The biggest limitation is that it only works with the English version of Wikipedia.
Mike