Recent vintages of Acrobat Pro offer the ability to convert live web sites to multiple-page PDFs, but hardly any web designer I've worked with knows about it. In my studio, we've been using the feature for years to archive iterations of client's sites, and to have a convenient "web site on a CD" to carry around for reference.
You don't need to know a web server password or anything; if you can see it in your browser, you can capture it in a PDF. During the seminar I captured the first two levels of Apple's site and a few pages of eBay as well … cool!
With each new version of Acrobat, the feature gets better and better. It captures drop-down menus in forms, translates "includes" into page content, understands CSS, keeps links intact and can even grab GIF animations, Flash interfaces and Quicktime movies.
When you grab more than one page of a site, Acrobat creates structured Bookmarks linking to each page in the site (or you could use the links in the pages themselves). Results are more spotty with database-driven sites but it'll always get something, at least the template.
To try it out in Acrobat Pro 7, go to File > Create PDF > From Web Page. Earlier versions have the same feature but it may be called something else or in a different menu. Check the online help if you can't find it.
In the Create PDF from Web Page dialog box, enter the URL of the site you want to grab in the field provided. If you just want that site's home page (or that page URL you entered), leave the default number of Levels it will grab set to the default "1." If you want that page plus all other pages that page links to (but not the pages *those* pages link to), change the number of levels to "2." And so on.