Haven't used these myself, but there are some extensions that should be worth looking at:
- Collection lets users(or presumably just you) create a collection of pages to export, which can be manually sorted.
- PDF Export allows individual pages to be exported as PDF. You might be able to combine this with a curl script, for example.
- PDF Book can export entire categories(if you use them) as single PDFs.
If you look around the extensions more, you might find something that will just do a completely automated dump of the entire site, but I'd personally lean toward Collection, in case you do want something out of the automatic order.