If you want to download waypoints of stuff like VORs / NDBs / Airports / intersections / fixes etc etc then Aeroplanner.com let you download 'datachunks' which you can then upload to your GPS. If you are flying in the US you can download all the US VRPs, not sure about the UK ones though...The other way is as Keef says, use some flight planning software (I use Jeppesen FLightstar), and drop your waypoints onto the VRPs, then upload them to your GPS.
Cheers
EA
