You can make presentations in PDF format. In Microsoft PowerPoint and Adobe Framemaker you can export your slides as PDF, resulting in a presentation file that works anywhere.
You can show the full screen slides with Adobe Reader and navigate between pages with the arrow keys. With Adobe Acrobat you can also determine the transitions from one slide to another.
When printing a PDF, you will encounter the option to print multiple pages (slides) per sheet as handouts:
Alternatively, you can print booklets using Adobe Reader. This results in double-sided sheets, that you can collate, fold and staple into a small book: