I will remind that Internet Archive data dumps of the whole Stack Exchange network. See also this blog post: Stack Exchange Creative Commons data now hosted by the InternetArchive. (Possibly you might be able to find also some older versions, see here: All Stack Exchange data dumps. Some related discussions on this meta: Public dumps for mathoverflow? and Long-term archiving of MathOverflow.)
You could also get all your questions, posts, comments from SEDE. Various queries can be found in the answers here: Dump of my own Stack Exchange content, Backup, save, download all questions and answers for individual users.
If you want to export in some reasonable way a single question, a favorite solution seems to be StackPrinter. See also: How do I know I won't lose all my work in math.SE?, Save the answer in PDF?, Is it possible to convert (and possibly download) the answers/discussions in pdf format?