If you have, then you probably know that it's not a pleasant experience and often doesn't work well. This is a problem that's been around since the Kindle launched, and for the most part it's something you live with.
But if you don't want to put up with it then you'll need to use some portal service to help you reformat to content. A new one just launched.
Update: and it has since closed.
Kindalex is a bookmarking service for the Kindle and other wireless enable ereaders. You can also use it to search (Google, Yahoo, etc) for the page you want to read. All the content from the pages is filtered through Kindalex and it strips out the formatting that Kindles usually choke on.
TBH, I don't usually browse from my Kindle, but I went ahead and bookmarked the site anyway. You never know when it might be handy. It seems to work rather well for a service that is still in beta, but let's see what happens after everyone tries it all at once.