In google-chrome, you can create a pdf file fo a whole site by using an extension. I personally use the Web2PDF Converter extension that makes a PDF just in a click.
Here is a screenshot of this plugin, provided by google extensions web store site.

Additionally, you can see a PDF created by me with this tool, by downloading the next (right clic, save target as): http://geppettvs.servehttp.com/resources/askubuntu-com.pdf (some browsers like google-chrome may allow you to see this online).
And if you wish to edit those PDF's created by the extension in order to remove the digital signature placed by the extension in the bottom of each page or to remove anything else, take a look at this: Remove text information from a PDF?
Good luck!
for file in *.html ; do ebook-convert "$file" "${file%.html}.pdf" ; done
and it would convert all the html files in the folder to PDF. – frabjous Nov 16 '10 at 20:33