You can always download your sketch into them directly and just not have a bootloader.
You down load via the MISO/MOSI/SCK pins, vs having the bootloader accept sketch from the UART and then loading it into Flash memory.
Get yourself a programmer like this:
http://www.mdfly.com/index.php?main_page=product_info&cPath=5&products_id=415
http://store.nkcelectronics.com/pocket-avr-programmer.html
I have both, have only used the first one so far.