We've been recommended on Amazon's Free Kindle Books page.
Comprehensive and clear instructions on downloading and transferring a book to your Kindle (for PC users).
This method can be used by Mac or PC users. (see Amazon's page on Using Kindle with your Computer for more information.
A walkthrough written by "iamnohs" in the Amazon Kindle users forum.
"Kindle" format (.azw) is also available as a desktop download from manybooks.net, to be transferred to your Kindle via USB.