If you still have PSDs of your web work, then your best bet for the best quality is to print from there, if not, then just paste together screenshots of the site from a browser (don't try and use the print function from the browser) and print those out. Make sure you have access to a good quality printer though, and get some thick printing paper, preferably glossy.

Make sure you get it to fit width-ways in portrait mode, and it would be better if it could fit on one side of A4 per site, but don't scale them down to fit on A4 if they are too long and cropping long reams of text or repeating elements isn't an option.