When we recently did a Forms Server project, one of the things that impressed me was the feature Microsoft have added called the 'Print View'. Until we came to this project it had not really occurred to me the issues with printing a web based form. If you have ever tried it previously, the page would just break wherever, so that made it difficult to print a form which has to be physically signed.
With InfoPath 2007 and Forms Server, you can insert page breaks into your forms, and then from the form in your browser, you select 'Print View' and it installs what I assume is an ActiveX which allows it to be printed including the page breaks.
Some more info on this can be found here http://office.microsoft.com/en-us/infopath/HA101514381033.aspx