Edit, May 8, 2014: As this was originally written in 2012, and as there've been few updates to Evernote and Keyboard Maestro since, I updated the macro to work with the latest versions. The updated macro also addresses the focus issue mentioned in the comments by Pawel.
Ben's solution was great but I needed to modify it a bit for me as, instead of a single text file, I wanted to save the quotes in a single Evernote note.
I've never used Keyboard Maestro before but with Ben's macro, some Googling and trial and error I managed to hack together a solutions. Here's how I modified Ben's macro:
Edit: this is the updated macro
Most of it is the same (I just changed the hot key, a personal preference), but the "Open URL:" is the key part.
For this to work, if you don't already have one, create a new note in Evernote. Also, make sure to sync Evernote at this point. To get the URL for the note, right-click on it and select "Copy note link".
This will give you a http:// link to the note. But for the macro to work, you'll need the old evernote:// style link.
How to get the evernote:// style link in Evernote
If you use the http:// link in the macro, it won't work. The easiest way I found to get the evernote:// link is to paste the http:// link to any plain text editor and copy it again. Now when you paste it to a new, empty Evernote note, you will get the evernote:// style link that's needed for the macro.
Now copy this link and paste it as the URL to be opened, and select Evernote as the application to open it with.
How to fix the focus issue
Evernote used to set the focus on the note body, but ever since the update, it now focuses on the note title instead. To get around this, and to paste the text to the note body, I added a Tab-keystroke action between Open URL and Insert Text actions. This will move the focus from the Title to the body before the text is inserted.
I also made some minor modifications to Ben's append text:
“%NamedClipboard%Quoted text%” | saved %ShortDate% %ShortTime%
For some reason I couldn't get the appending to work properly if Evernote was not running when pasting. I have Evernote running almost constantly so it's not an issue for me but if you know how to fix this, let me know!
You can find more great articles on Ben's Keyboard Maestro series.