I have a blog on www.blogger.com.  I have been making posts to it for
an entire year...and now that 2005 is ending I'd love to PRINT out my
whole blog and keep it as a memory/journal.  Is there a selection of
software/applets/utilities that could help me do this?  I've been
researching it greatly but can't find anything.  Please help.

You could do this:

1. Set your blogger preferences to display all of your posts on the home page
2. Republish your blog.
3. Print. (Use Page Setup under "File" menu to set what you want to
print on each page)
4. Set your blogger preferences back to however many posts you want to display.
5. Republish.

Or this:
1. Visit and print each page manually.

Use CutePDF (http://www.cutepdf.com/) to make PDF file(s) of your site.

This is true...and this does work for now.  But in the future,
choosing a range of dates to print may get exceptionally tedious &
increasingly difficult.  Are there any free/commercial pieces of
software that may accept a blog feed and then print them out according
to some settings, etc?  That's what I'm looking for.  Although the
advice about the PDF printer was very useful.

For the future, why don't you copy and dump them in a file each time?