The Calibre ebook manager has a recipe system to generate ebooks from websites/news feeds in order to read them offline.

The following recipe creates an ebook from all StackExchange news feeds:

from calibre.web.feeds.recipes import BasicNewsRecipe
import feedparser

def get_feeds(url):
        feed = feedparser.parse(url)
        entries = []
        entries.extend( feed["items"] )
        sorted_entries = sorted(entries, key=lambda entry: entry["title"])
        feeds = []
        for entry in sorted_entries:
                feeds.append( "%s/feeds" % entry["id"] )
        return feeds

class StackExchange(BasicNewsRecipe):
    title                 = u'StackExchange recent questions'
    oldest_article        = 10
    auto_cleanup          = True
    language              = 'en'
    __author__            = 'Raphaël Pinson'
    max_articles_per_feed = 100
    # SE sites limit the amount of requests per second, per IP
    delay = 0.05
    cover_url = u'http://i1.sndcdn.com/avatars-000011139586-8ft0oi-crop.jpg?04ad178'
    all_feeds = u'http://stackexchange.com/feeds/sites'
    feeds = get_feeds(all_feeds)
    # Use this instead if you only want a few sites instead of all
    #feeds = [ u'http://tex.stackexchange.com/feeds',
    #          u'http://french.stackexchange.com/feeds',
    #          u'http://christianity.stackexchange.com/feeds',
    #          u'http://stackoverflow.com/feeds'
    #]

    def print_version(self, url):
        return url + '&template=printart'

Example usage, having saved the file as stackexchange.recipe:

$ ebook-convert "stackexchange.recipe" stackexchange.epub