File this under "Now, why didn’t I think of that?".
Seth Green has come up with a great little piece of DOM scripting that enhances print stylesheets. Basically, once the page has loaded, it loops through all the links in a specified part of the page: if the text of the link isn’t the same as the "href" value of the link, it creates a <span> right right after the link with the class "printMe". Meanwhile, the screen stylesheet has the display value for that class set to "none" while the print stylesheet has the display set to "inline". Voila! The printed version of the page shows all the links written out.