Almost every game manual I've ever seen is pretty much
useless. They may as well have used the trees for toilet paper.
HOWEVER, if you do want to print out manuals
as hardcopy paper booklets, here is a guide that will allow you
to print on 8.5" x 11" paper, fold in half, staple the spine, and
there's your booklet.
Tools you will need:
OpenOffice: http://download.openoffice.org/
Booklet Stapler: http://www.kk.org/cooltools/archives/002536.php
Reliable printer and paper thick enough that it can print
on two sides without the other side showing through.
Sharp strong scissors or a paper cutter to trim edges.
You may find OpenOffice Draw a steep learning curve.
I use this: http://www.irfanview.com/
These instructions:
http://openoffice.blogs.com/openoffice/2008/03/printing-two-si.html
I'm using Windows XP. Can't tell you how to do this on a Linux or Apple, sorry.

Or, if you prefer MS Office:
Adjust the margins, select "book fold", then print. Seems to get the ordering right. It is up to you to piss with the duplexing.
http://office.microsoft.com/en-us/word/HP030729491033.aspx
Still pretty useless for pdfs, but whatever.

Nice, never really bother with manuals, but some are nice to have.

Don't Acrobat and other PDF readers already have a "Print as booklet" function?

I don't see one in Fox-It, but I didn't look too hard. The main issue would be getting the page order correct.
Personally, I don't see the point. Either a game is simple enough that the manual is fluff and a controls guide (and I just make my own cheat-sheet anyway :p), or it is so complex that I am not going to be willing to print 300 pages on how to start up an engine :p