Print My Blog is wordpress plugin was a good option when I researched how to convert a blog into book format. It’s free and works well, although configuration options are limited.
If you want to print a copy of your entire blog post collection into PDF format only, then this is ideal. The two missing features for me are the ability to choose which blog posts to use (which has since been added as a new feature if you choose a category to print – see comments below), and an optional table of contents at the start of the document.
As an idea, a blog with 314 published posts including images generated a 108.6MB pdf with 1225 pages in it.
Follow the usual steps for installing and activating a new wordpress plugin. Search for ‘Print My Blog’.
Look under Tools -> Print My Blog and use the ‘Show Options’ link to configure the settings for your pdf.
For my pdf I chose to print Posts only and display the Title, Published Date and Content.
You can modify the page layout to display according to how much extra space you want on your pages.
Press Prepare Print-Page to generate your PDF
You will see the number of pages being populated.
When the PDF has been created you will see this screen over a preview of your generated PDF file.
Use the Print button and you will have the option to choose where to save your PDF file.
This is a really simple plugin to use and worked very well for the blogs I tested it with. If you want more options then Anthologize may be a better option for you.