I've done it for beta apps and some other things I've found on websites. Often there's a QR code to scan to download the file that's not in the market. Swype

I've done it for beta apps and some other things I've found on websites. Often there's a QR code to scan to download the file that's not in the market. Swype keyboard is an example of an app that's not in the market but can be installed via APK. For most users, it's not a big deal, but I think that's mostly because the Market has far fewer rules than the AppStore, so even apps that require root access can be uploaded to the Market.