If you need to print a large number of files at once, having to open each one individually and then print them can be a nuisance. Speed the process up by dragging the files you need onto the printer.
To do this in Windows 7, open up the printer from the Devices and Printers option on the Start menu (or search for your printer by name). Drag the relevant files onto the printer window, and you'll see a dialog box asking if you want to print multiple files. Click 'Yes' and they'll all be opened and printed in their entirety, with the default settings.(You can also copy and paste the files if you want a more keyboard-centric approach.) If there's a large number of files this may take a while, but you won't need to intervene.
This might not be new advice to you, but it's an approach I had never considered before a colleague asked me if there was a speedy way to print multiple PDF files from a single directory. Googling suggests it also works on Macs.