I'm loving the recent explosion in self-published books, but as a (general) request: they are so, so much more useful when they come in multiple formats (mobi, epub and pdf).
It's shameless self-promotion, but my startup Leanpub (http://leanpub.com) lets you write in HTML or Markdown, embed external code samples, save your files in Dropbox and produce PDF, EPUB and MOBI with one click. We sell all 3 formats, with automatic update distribution to existing readers when you publish a new version (so you can sell your book while it's in progress). You keep the rights to your book, etc.
As I replied above, I'll probably work on Epub first because that's the format I got the most requests for when I did a survey. But after that I'd be happy to get some Mobi pointers. Email me!
FWIW we (getdpd.com) totally agree and are working on adding this feature to our system soon. Vendors will be able to upload the file variants themselves or we will do the conversion on the backend.