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WebDirect does it's printing through the browser's print utilities, which is subpar for printed reports.
That means the best way is to give your users a PDF download that they can then print from.
There are two ways currently to generate PDFs with WebDirect. The preferred "robot" method, where essentially you command a remote computer running filemaker pro to make a PDF, and save it to a container that is then downloaded by WebDirect. The second method involved CWP and a PHP PDF generator package, where you load your data into an html page that is converted to PDF. The second method is much more difficult since you need to rebuild your layouts in html and parse your data into it.
FileMaker has already shared that the ability to save PDFs for WebDirect and Server are coming out in the next release of FileMaker, so it may be worth it to wait a few months.
In the meantime, here's a good demo of the other method: