This may be ridiculous if you use Chrome to Phone and other methods to send links from a computer browser to your HTC EVO, but I'm going to share it anyway because 1) some people don't stay logged into their Google account on their computers (required for Chrome to Phone) and 2) it's useful when you find links when you're not on your computer.
For me, it's always download links that I find when using another device and want to send to my EVO.
I prefer wireless file transfers whenever possible, which is why I email .apks and other files to myself for retrieval and installation on my EVO. But when I have a file that can't be sent over email (.zips usually), what I often do is create/generate a QR code of the download link and then just scan it with my EVO.
It may sound tedious and silly, but it's actually really quick (copy URL from one tab, paste it in QR code generator in another tab, scan resulting code with EVO) and more convenient to me than any other method. I've used the EVO to scan QR codes displayed on the iPhone, Galaxy Tab, HTC HD7, Dell Streak, and countless other "non-computer" devices too, so I find it very versatile.
Chrome to Phone offers more features and is faster, but I'm rarely logged into my Google account on my computer and I usually find stuff I want for my EVO when I'm on another device. But that's just me and my weird QR code-creating self.
Image Credit: PSFK