While the iBooks application that now comes pre-installed on iPads works pretty well for reading PDF files, we have had better luck with the inexpensive GoodReader application for iPad.
From your iPad you can browse to DriveThruRPG.com and make a purchase, or visit the "Account" page to download a title you have already purchased. When the file downloads, iPad's Safari web browser will ask you if you want to open the PDF file into an application. You can then store the PDF in applications like iBooks and GoodReader.
The GoodReader application also has a built in web browser that you can use within that application. The PDF will download directly to GoodReader and will save them to your iPad for you.
The iPad does have a problem displaying certain images within some PDFs. If you find that a title you purchased displays blank space in place of images in a PDF, please use the red Contact Us button (bottom of each site page) and we can get the file corrected.