I just print off a ton of them in advance so I don't have to create a new one.  For example, I can print 7 unique addresses to a page at Bitaddress.org, and I can just as easily print a dozen pages that'll last me a while.

I simply send bitcoins to the first address and write how many BTC it contains.  When I need to spend them, I import them, send off the coins, and make sure the change goes to the next address on the list.  I write the new amount in spot 2, and cross out the first one.  After all 7 spots are used, throw it away and use a new page.

Result: minimum exposure of online bitcoins.