I was helping someone finish writing a script on IRC and I think they have come up with something very cool. They provide a (mostly free) service which allows a LiveJournal, DeadJournal and now WordPress blogger to build a nice PDF page of their whole blog. He calls it LjBook and you can find more information about the features and install at http://www.ljbook.com/. Just like this blog and many others out there, it is a free service that is supported by its users. So if you use his work, please leave a small donation.
For WordPress users: http://www.ljbook.com/wordpress.php
PS: I dont know how useful it will be to me, but the PDF files are very well formatted and look very cool!