I have collected all of the links on a single page.
You will find volumes organised numerically with a short description of the text and download links for the PDF, MOBI, ePub and plain text files.
To download the files, simply right click the link to the file you need and choose "Save as..." to save the file on your computer, ready to upload to your favourite e-reading device (or simply to view later on your PC).
Kindle users will need to download the MOBI files which can be uploaded directly to your device.
If I have time in the future, I will try to collect all files for each format to enable you to download all volumes of a single file type at once, ready to upload in bulk to your e-reader.
Please feel free to share the Downloads page if you think others will find this list useful too!