Magento – Print Order before invoice

These are two differing methods - Express, and Standard.

It sounds like Standard is behaving the way you want, but Express is doing Authorize-Only. This is a system configuration option under System > Configuration > Paypal > Express Checkout Settings:

To capture payment and generate an invoice immediately, set it to 'Sale' or 'Order'. I'm honestly not sure of the difference between the two.

Currently, this functionality doesn't exist but there are plugins that do it. However, if you're feeling fancy you can run some code that will capture all invoices from orders that are in a pending status:

<?php

require('app/Mage.php');
Mage::app();

$_helper = Mage::helper('core');

$orders = Mage::getModel('sales/order')
            ->getCollection()
            ->addAttributeToFilter('status',array('eq'=>'pending'));

foreach($orders as $order){

    try {
        if(!$order->canInvoice()){
            Mage::throwException($_helper->__('Cannot create an invoice.'));
        }
        $invoice = Mage::getModel('sales/service_order', $order)->prepareInvoice();
        if (!$invoice->getTotalQty()){
            Mage::throwException($_helper->__('Cannot create an invoice without products.'));
        }

        $invoice->setRequestedCaptureCase(Mage_Sales_Model_Order_Invoice::CAPTURE_ONLINE);
        $invoice->register();

        $transactionSave = Mage::getModel('core/resource_transaction')
            ->addObject($invoice)
            ->addObject($invoice->getOrder());

        $transactionSave->save();
    } catch (Mage_Core_Exception $e) {
        //do something meaningful here?
        Mage::logException($e->getMessage());
    }

}

Source (invoice capture portion) Inchoo: http://inchoo.net/ecommerce/magento/how-to-create-magento-invoice-from-order/