Recursive HTML to PDF
I would suggest installing the WKHtmlToPDF tool from http://wkhtmltopdf.org/ (moved from: http://code.google.com/p/wkhtmltopdf/).
You can then change to the root folder and use find and xargs to convert them:
cd /main-folder
find . -name \*.html | sed 's/.html$//g' | xargs -n 1 --replace=X wkhtmltopdf X.html X.pdf
This will then build a PDF with each HTML file.
The following command should do the job for one link:
gnome-web-print http://www.ubuntu.com ubuntu.pdf
For multiple links, it shouldn't be difficult to write a loop that handles each link one by one.