One good way to set it up is: download all books that aren't in calibre already, to Kindle for PC.
In calibre, go to Preferences ==> Adding books == Automatic Adding
Set your Auto-add folder to the Kindle for PC folder (it should be "C:\Users\<username>\Documents\My Kindle Content").
calibre will automatically add all books from Kindle for PC, and delete the K4PC copy to avoid re-importing tomorrow.

Go to
http://amzn.com/myk and set your default Kindle device to Kinde for PC. [WARNING: May only work in the U.S.A.] Whenever you buy new ebooks from amazon.com, they will automatically get queued for download to Kindle for PC.
Every once in a while, open Kindle for PC< allow it to download new books. Close Kindle for PC and forget about it.
calibre will add those books and clean up.