I spent a little while today looking for software for liveJournaling, specifically to help me download everything I've written. It's just way too hard to go through them one by one on this website. I found some cool stuff...
Download all your entries with a single click:
Xjournal (Mac OSX) Also write while offline, edit old entries, and make your computer purr when your friends page is updated :)
Turn your entire journal into a pdf complete with table of contents and color pictures:
LJBook. (You can exclude filtered and/or private entries if you like.) Here is an
example.