To import a URL as Markdown, turn on the option under “Editing” in nvALT’s Preferences. Now, when you drag a URL to the notes list, it will convert it to Markdown as much as possible. The success depends on the quality of the original markup in the page.
You can also turn on Readability to strip out ads, comments, menus, etc. Again, it depends on the quality of the original markup. If you only want to use Readability on occasion, turn the option off and just hold down the option key while dragging to use it on just the url you’re currently dropping.