DOMPDF : php class that wrap the html and build the pdf. Works good, customizable (if you know php), based on pdflib, if i remember right it takes even some CSS. Bad news: slow when the html is big or many complex.
HTML2PS: same of DOMPDF, but this one convert first in .ps (ghostscript), then, in whatever format you need (pdf, jpg, png). For me is little better then dompdf, but have the same speed problem.. oh, better compatibility with css.
Those two are php classes, but if you can install some software on the server, and access it throught passthru() or system(), give a look to these too:
wkhtmltopdf: based on webkit (safari’s wrapper), is really fast and powerfull.. seem like is the best one (atm) for convert on the fly html pages to pdf, taking only 2 seconds for a 3 pages xHTML document with CSS2. Is a recent project, anyway, the google.code page is often updated.
htmldoc : this one is a tank, it really never stop/crash.. the project seem death in the 2007, but anyway if you dont need css compatibility this can be nice for ya.