You can calibrate your computer monitor and your printer using an XRite.The XRite (or a Gretag Macbeth EyeOne Photo) makes sure that the monitor is displaying the computer data properly. It analyzes the RGB formulas fed the monitor and adjusts the recipe so WYSIWYG when used along with a printer profile.
This may be over simplified, but this is a pretty solid start.
1. Profile your camera/scanner (if applicable).
2. Profile your monitor.
3. Go to Print with Preview, turn off color mangement by the printer, then profile your printer.
4. When printing in the future, keep the printer's color managment off. Set color handling to "Let Photoshop Determine colors", Printer profile should be set the profile created by your XRite or EyeOne. Leave it on Relative Colorimentric with Black Point compensation checked. (You may need to change this depending on your printing surface, research that last setting on your own as I don't remember exactly.)
Mainly a monitor profile and printer profile can help a great deal. You can profile your camera, but that may not be totally necessary in this instance.
If you have profiles built, you shouldn't ever use the printer's built-in color management as your photospectrometer will manage it and not assumptions made by Adobe and Epson etc.
Another thing that will help your perception of color is to turn off the lights in the room you're working on the images (on screen) and then use a 5000K lightbox to view the proofs. Colors appear differently when put under different light sources.
FMI see Andrew Rodney's site
http://www.digitaldog.net/
I wouldn't let anyone tell me that there is no way to get what you see on the screen even though it's somewhat true. Part of the problem lies in the fact that cameras and computers are RGB devices. Desktop printers often don't have matching color spaces. And commercial printing is a CMYK interpretation of an RGB capture which also depends up the such fleating properties as humidity, paperstock, coatings, printing screen. One of the most awesome printing techniques I've ever seen it stochastic, which resembles inkjet prints by using variable size dots to create a more continuous tone image and eliminate a visible halftone-type pattern. However, to hear that sounds like they are covering up for an undisciplined shop. I'm speaking more specifically about commercial printers. The best photographers demand a match and use color management to minimize the difference between capture and final output. Millions of dollars in commercial printing contracts hinge upon making the digital process exact and the tools exist to make the differences negligible.