Yes. Also any press release, privacy policy, terms, ideally your contact page and user account screens. Stuff that might come up in a dispute or might be necessary in PDF form in a handover document. And any documentation for a physical, offline device or appliance.

From this I think it becomes obvious that the best strategy is to make the site as a whole at least not a total train wreck when printed, and then to focus effort a little more on the specific screens.

People who print are quite tolerant of small issues, I find. They are used to much worse.