It would be better if there was specialized software that you can download and install that is just for generating a paper wallet.
It is quite surprising that nobody has attempted to make such a program yet, forcing everyone to rely on these unsafe websites.
I already don't like the word "install": it should work from a Live Linux CD. But even if someone would create it, there's a lot of trust required to boot your computer with that CD and trust the software to do what it says.