Last Hope Export of WordPress MU Blog
yourblog.com/feed will give you an RSS dump of your posts. You can then import it into a WordPress installation (WordPress.org, not WordPress.com).
yourblog.com/comments/feed will give you an RSS dump of your comments.
The blog home page now shows all your posts. You can save that page (Web Page, Complete) in Firefox so that you have a copy of that page and also your images on your computer.
If you want a complete copy (scrape) of your blog, an easy way (if you have access to a terminal or command-line) is to use the following command: "wget -r -l1 -w1 http: //yourblog.com" -- it will download all the HTML pages into a directory.