Homebrew PCBs

My laser printer does the same thing.  PCB (gEDA) has a place to put in 
printer calibration numbers to compensate for this, because yes, it does 
mess up large components (headers, DIPs).  Note: when calibrating, 
laminate the paper onto a PCB before measuring it, as the lamination 
also changes the size slightly.

For other packages, I suppose you could print to postscript and use 
ghostscript to turn that into a raster image, at a suitably calibrated 
DPI setting.