I already do if I find a specific story I like or one which shows promise. Individual fanfics get automatically converted to epub format complete with table of contents, tags and summary.
I made a recipe for Calibre to automate periodic downloads of new or updated fanfics from the categories I visit. Sort of a "sample pack" to read on my iPhone. As many gems as I've found on ff.net, I often have to wade through the muck to find them. Unfortunately, iPhone+Safari+AT&T EDGE makes wading through the muck a very unpleasant experience. Stanza is ideal in this regard since I can easily choose a different story from the table of contents. It's just that not having page breaks in between chapters is bugging me (pardon the pun).
However, I thought this would just take a simple fix in the recipe or print version. The PHP scripts and sample HTML were attached due to my obsessive-compulsive behavior to give as much information as possible.
If it will take you a significant amount of time to trace and fix this non-error, then never mind. I can live without the page breaks.
