I used the Stox poker HH converter, but that site is no longer a site. Needing a new HH converter, I googled Hand History converters and tried out a few and noticed that they were saving the HH I imported. So I'm not saying all the sites save the HH you import, but it's defiantly something you want to watch out for.
If you use PT3 you are going to be looking at your hands with the PT3 software. If you run across a hand you want to post, you might as well just use the PT3 converter, because it will be sitting right there in front of you. And you will know for sure that your HH data wont be saved at any website.
Edit: Oh, and I just updated my PT3, so unless I some how missed it before, I'm pretty sure this HH converter was on the last update.