Cups-pdf is a great tool if you want to print files to pdf format. It installs very easily in Ubuntu (Intrepid): just do sudo apt-get install cups-pdf, and you will see a 'PDF' printer in your printers overview. It works like a charm, but where do the PDF files go?
You'll have to create a directory called 'PDF' in your home folder. It's strange that cups-pdf exits without error for cases where there's no PDF folder yet, but there you go. This bug is already known.