I have over a hundred e-books on my Kindle DX Graphite. It would take several hundreds of keyboard clicks to add them into different Collections using the most naïve method. Is there some smart way to do this better such as connecting it to computer and moving files into different folders, or doing it on Amazon's Kindle library interface?
If you add the books to folders in the document folder then you can use a software called Koll3ctions to create the same collections as the directory structure. I seem to remember it needs you to restart the kindle after using Koll3ctions, so I rarely use it for just one or two books.
For Kindle DX I use Kindle Collection Manager. Its "About" says this should be the page to download the tool from, but it seems not being supported anymore: http://www.kindlecollectionmanager.com/
Luckily, it seems it can still be downloaded from here: http://www.colegate.net/kindlecollectionmanager/
This is Windows software, having simple GUI to manage collections. Once done, it's required to restart the Kindle (similarly as with previously mentioned Koll3ctions).