Use a application like Primo PDF (there are a lot of similar applications) this will install a printer queue on your machine of the same name which you can print to and the output will be a PDF file.
Using these types of programs you can convert anything you would normally be able to print to a PDF.
To do a whole web site you could look at automating the process. Use IDM to download the site. Then you could run this from the command line (assuming your working directory is the root folder with all the downloaded html pages).
for /f %f in ('dir *.html /b /s') do <Full path to primo PDF install>\PrimoPDF.exe %f
Just change the text in the angled brackets to the path to your primo PDF install. Using IDM and that command together should download the entire site and convert every page to a PDF (one per page). This takes out a lot of the manual work, however I can't test to see if this will convert the revered HTML page or the raw HTML...