A corollary to this service, on OSX and only for pdf, is to put the OS CUPS print driver to use. I've always been impressed with how well the print -> save as pdf functionality works on OS X. Recently I needed to batch it for text files and looked up the specifics. (It works for html as well, just save your sites procedurally and batch.)

/System/Library/Printers/Libraries/convert -f infile -o outfile

As stated somewhere in the comments this service is probably aimed at people on remote machines, but the above has been a handy trick for my local life.

I'm sure equivalents exist on Windows (PDFcreator comes to mind) and Linux.