Not 100% what I was hoping for, but pretty good, especially for the price.
There are several (too many) blogs that I want to read from the start. Currently, I have the index bookmarked on my PlayBook. When I want to read something, I open that bookmark, scan upwards until I see the next entry I haven’t read, and open it. And wait while it opens. Then go back to the index and repeat. Some blogs have “next” tabs, which makes it easier, but many don’t.
Grab My Book is a FireFox addon. It’s a bit clunky, but works.
Open the index and one a typical page. Open the rules editor to make sure it interprets that blog correctly. Move the mouse around until the right parts have the box. Click OK (or something like that) and save the rule.
Then, and this is the painful part, open every tab. Middle-click on each one, in order. (I was hoping to avoid this step, but no luck.)
Grab My Book.
I was hoping for something like a Plucker Distiller, but all the websites for that were from 2006 or older. I liked Plucker. I could tell it how deep to follow the links, give it a few rules, and a few minutes later I had an ebook on my Palm.
I tried Download Them All  and then Calibre to convert to ebook, but unfortunately the links don’t interconnect. It’s theoretically easy enough to create a simple html index page that links to them all, that I could send Calibre, but in reality there’s a lot of typing.
 Download Them All is aFirefox addon that lists all the links from a page, with nice sorting and filtering, then downloads the ones you check).
Now off to read my new books!