Printable cue sheets don't come from the device in any case, they come from whatever you use to generate the route.

Mapmyride seems to do it for some routes and not for others - I don't know what makes the difference. I'm surprised ridewithgps doesn't - I do know they have been doing a lot of work on their site, so you might check back. On your desktop, DeLorme Street Atlas will do it, Garmin Base Camp might. If you're a AAA member, I think you can do that on their site, too.