I used bitcoinpaperwallet.com because the wallets are much prettier
While you're at it, print a whole bunch, because they should be used only once.
I used Revlar plastic paper, which is waterproof, and very sturdy. I used a color laser printer because inkjet ink is not waterproof.
I store the wallets in a safe, along with my jewelry and gold.
I used a color laser printer we have at the office, which I know is not the most secure choice because it's on the LAN, but while printing the wallets, I had it off the net, connected to a laptop that was booted from a CD-ROM with a Linux and the web site. After I was done, I power cycled the printer, then put it back on the LAN, and then my coworkers started sending jobs to it, which should erase its memory sufficiently.