I was stuck with the dilemma of printing out an entire website for complete overview review, but I didn't want to waste a Lot of paper (only a little). A coworker found a helpful blogpost to get me part of the way, and a comment within gave me the real answer: Web PrintSmart 2.0: HP IE plugin to print an entire or select snippets of an entire website (or web browsing session) in a single print job. In effect, it allows you to queue up small screen shot clips and then print only the ones you choose all from one convenient interface!

I am posting about it here b/c it was not easy to find. Here's where to download Web PrintSmart 2.0 from HP's website:

ftp://ftp.hp.com/pub/softlib/software10/COL20395/dj-56929-3/HP_Smart_Web_Printing4.0.exe

(thanks to the commenter below for finding this updated link!) 

Once installed, you get this clip window into which you simply drag screen snippets then compile and print!