I really hate places like fanfic.net where everything is in chapters instead of a single file. Like you, I much prefer the one file. It takes so much time to merge all the chapters to one document. So, unless I know for sure that it's worth it, I usually give those a pass or save them for later.

I don't have an efiction reader, so I usually save things to my computer and read off line or print it. My printer is limping right now, so almost everything is read on the computer screen.