I have a binder or two around, but then I found a nifty free little program called Cute PDF Writer. It's free through
http://www.cutepdf.com/Products/CutePDF/writer.asp
It shows up as a printer, and you can save web pages just as you see them. I'm a bug about file backups, but they would be east to burn to disks, too.
Sites change so often that bookmarks are too unreliable.