There are always a few packages that you want to install that don't exist in the Ubuntu repositories. If they have any dependencies on other packages, trying to using dpkg can drop you into "dpkg hell", and having apt resolve those dependencies for you would really help. There are full blown methods of creating your own repository, such as Debarchiver or Dak. These are overkill, when all you want is a means of resolving dependencies of the handful of packages you've downloaded from the web. A simple solution is to use dpkg-scanpackages, which will build a repository you can add to your sources.list.