[JKT]

(timb, this won't help your needs, but I'm posting it as a FYI).

If you Save as PDF (hold option down as you do a Save as...), rather than printing as PDF, they should save with the formatting preserved - note, this method generates a single page PDF file of the site, so if it exceeds the boundary of a single page of paper in the print version, this won't occur. It is useful for sites that need a lot of vertical scrolling to view, if you don't want them to be split at inconvenient locations in the text. However, it isn't so useful if you do actually want a hard copy printout.

I'm hoping Apple will allow the links to remain live in their PDFs in the next version of OS X.