Often, the company will have a Careers tab that lists a link that says something like "Add Your Resume To Our Database" or "Apply For General Openings" or something like that. Those don't need cover letters because they're looking to match skill sets.
If, on the other hand, you have targeted a company, say EA, and you want to send your resume there, I would find out the CEO's name (Amy) and send a cover letter from my printer that says something along the lines of why you want to work there, what you feel you can contribute and what your career goals are. Then attach a paper resume.
The CEO will likely skim it for any decent customer feedback and then fling it to HR with a note that says "Keep or Toss"
The former is the much more common method, but I"ve used the latter twice. I heard nothing back either time, but it was only a stamp and some paper. (Use good quality paper from an office supply store, not the stuff you use in a copy machine)
