Amazon allows any Kindle user to set up an email address (email@example.com) which you can email documents to.
You can send the following file types:
Microsoft Word (.DOC, .DOCX)
HTML (.HTML, .HTM)
JPEG (.JPEG, .JPG)
Kindle Format (.MOBI, .AZW)
or a Zip file containing any combination of the above.
Each of the above files except PDF will be automatically converted to Kindle format. PDF files can converted or left as is. I find the latter particularly useful on my Kindle DX since it supports PDF files natively.
If the document is delivered to your Kindle via Wi-Fi, there is no charge. If it is delivered via "Whispernet" (their 3G network), you are charged 15 cents per megabyte while in the US.
Amazon also has a "Send to Kindle" application that works on both the PC and Mac. I am only familiar with the PC version so I will comment on that.
On the PC, it integrates with Explorer so you can right-click on any file and choose "Send to Kindle", which is a one-click solution to sending files. It is also integrated with Google Chrome, to let you send any entire web pages, blogs, and other content to Kindle in one step. According to their web page, versions for Firefox and Safari are in the works. Finally, it installs itself as a printer device, so anything you can print, you can send to your Kindle.