While the other suggestions are useful in their own ways (archive.org, save-page-as, etc.), they are limited. The best way to make sure YOU have your own copy of the entire site is:
wget -r {URL}
"wget" is a program free on MacOS-X, Linux, and Unix computers, and available for free for Windows. Its purpose is specifically to make a copy of a website. Of course there are many other reasons for running it, and it can do hundreds of cool things.
If you want an easy way to make a copy of an entire site, "wget" is the program you want.
Google on "wget" and your choice of OS. There are lots of ways to obtain it by download.
Sweet! I'll have to check this out when I get off work in 6 hours.
Bookmarking.
*eyes crossing* I'm sure if I really studied it, I could figure it out. I was just pointing out an easy way to see where a web site is already archived. :)
I sent your wget to my much more computer savy brother. :)