After viewing the reviews below, I tried the "Mozilla Archive Format, with MHT and Faithful Save" addon (https://addons.mozilla.org/ar/firefox/addon/mozilla-archive-format/) and it seems to work semi-perfectly as it doesn't download all the resources in CSS files. It downloads only the resources used by the browser (for example, only the used web fonts are downloaded, not all the fonts referenced in the CSS file).
ScrapBook (https://addons.mozilla.org/en-US/firefox/addon/scrapbook/) does better as it downloads everything (you will find the downloaded files in a folder called ScrapBook inside your browser profile directory, but ScrapBook doesn't do "faithful" save as it transforms the content a bit.
At last, I tried HTTrack (http://www.httrack.com/page/2/en/index.html) , and frankly found it disappointing. Maybe I didn't configure it properly.