I'm questioning this because you obviously can't paper copy the imported keys in the wallet.
yes you can. "Backup Individual Keys".
You are right, I was unclear. What I meant was that the imported keys are not included in the paper copy of the wallet.
If I make a paper copy of only the imported keys, is it possible to not have it send some to a newly generated address when sending transactions? I've noticed when I send an amount, some end up in a new address in the wallet - but this is maybe only for very small transactions (<1 btc?)?
All Armory wallets you create are deterministic, regardless of your intentions. And all wallets are designed to use the next address in the deterministic wallet for transaction change, which means you will end up using addresses that were not imported every time you send coins. This is because I don't want to default to sending change back to any existing addresses, for a variety of reasons. In the future I will add a way to specify change outputs, but it's not there yet.
Luckily, every deterministic address is captured in the single "Paper backup" printout (which you can copy by hand, if you want). So, you really only need to back up one more piece of information in addition to the imported keys...