* depending on how many entries you want to print, you may not be able to print your entire journal using Blurb
* depending on how many entries you want to print and whether you care about comments being included, it may be far easier just to print your journal from the Recent Entries view rather than going to each entry individually
* depending on how comfortable you are with XML, it might be easier to download your entries and then format them for printing that way. (There should be a link to FAQ #8.)
And anything else I may not have thought of when I originally made this list, of course.