In this week's Macworld Weekly Newsletter a reader asked for a way to download a webpage in Safari. I suggested that he print that page as a PDF file.
Reader David Cramer suggested that the wget Unix command line tool was one means for downloading a website and was kind enough to suggest that those uncomfortable with Terminal could use DeepVacuum, a GUI front end for wget.
I tried it and it works as advertised. If you're using Safari and miss Internet Explorer's ability to download entire websites, DeepVacuum is well worth a look.