Since I run Linux don't have a Windows machine, I can't simply use the Eye-Fi manager's ability to copy all pictures down to a PC. But, I noticed that Google's Picasa has an open API for accessing it (and 1GB of free storage). So, I changed my picture service to Picasa and started digging. There is an apparently Google-written implementation of a perl libarary to access Picasa.
I used this library to create a little script called picasa-upload.pl. You can run this script to automatically download all pictures directly from picasa, and store them on your PC. You can get my script along with a slightly hacked up version of the Picasa libary here:
Run this every few minutes in a cronjob and, for me, it's just as good as the built-in Eye-Fi capability!