The folks at arc90/Readability have created something I really like (though I'm still leery of them). Readlists give you the ability to create eBooks from a compilation of URLs. Simply type/paste in all the different pages you want combined, and it'll generate an eBook for you in multiple formats. It's perfect for things spread out over multiple pages (like Tor.com's Rothfuss Reread (see my Name of the Wind & The Wise Man's Fear readlists)).
I suppose that Marco Arment's brilliant Instapaper could do this same thing. You can just organize things in a folder, and export that individual folder as an ebook. The (current) benefit of Readlists is that they can be renamed, organized, and shared.