graphics - OpenGL: VBO or glBegin() + glEnd()?

I recently was given this link to a tutorial site from someone who I gave the original OGL Redbook to. The third header down says distinctly to forget glBegin() & glEnd() as the typical render method. I learned via the Redbook's method, but I see some benefit in VBOs. Is this really the way to go, and if so, is there a way to easily convert the render code, and subsequent shaders, into VBOs and subsequent datatypes?