Here is the stupidly laborious process I went through to approximate what I can see on screen to what I print (using photoshop):
1) Used Adobe gamma loader to try and give my monitor a more neutral output. BTW, at this point you should probably make sure your monitor colour temp isn't cranked up at 9,000+ Kelvins as most peoples seem to be. You'll probably find 6,500 is good (but a bit dull so you might decide to compromise).
2) Colour profiles are very important. When you display an image onscreen it exists in one colour profile. If you print that image it must be converted to another colour profile. I would suggest setting Photoshop to a profile with a small gamut (I use Colormatch). The reason is that the gamut of your printer is much smaller than that of your monitor so if you use a wide gamut you will be viewing colours that your printer simply cannot handle. What you might like to do is work with a wider gamut then save a vibrant version on your pc before converting prior to making any pre-printing adjustments. Make sure you convert rather than assign because conversion involves photoshop attempting to map the colours across from one colour profile to another whereas assign is just the luck of the draw!
Everytime you move from one profile to another, whether converting a profile or sending to the printer photoshop needs to know what rendering intent to use. Some intents try and match colours exactly whereas others try and keep the relationships between the colours the same (probably more important). I use 'relative colorimetric' which I think is supposed to be better given an already smaller gamut (which colormatch is) but 'perceptual' may be better if you're having to scale down from a wide gamut.
3) You need to decide what profile to assign your printer and whether to let photoshop convert the profiles or let your printer do it. I let photoshop do it so I could specify the profile and the intent whereas if your printer does it you can only specify the profile (in your printer options). You may well find your printer has its own profile made by the printer company so I'd try that first if I was you.
4) Decide what paper to use and bear in mind that settings that work on one type of paper will almost certainly be miles off if you change type or brand.
5) Keep printing test after test and nudging the printers settings around until you get it right!
Write down all your settings.
Since i did this a year or so ago it occured to me that perhaps it might be best to convert my image into my printers colour profile right from the word go. In other words, instead of converting a web image which will be in sRGB into colormatch and then it being converted to EE087_1 (my printers profile) as it prints perhaps I'd be better converting from sRGB straight to EE087_1 and viewing it in this profile onscreen. I never tried it out so I don't know but it's worth bearing in mind as an idea. I'm not exactly an expert at this colour management game so maybe somebody else might be able to comment on whether this would make any sense or not.
SNP.
PS: This kind of pissing about won't be done in 5 mins, you're gonna need a few hours put aside if you want to get things looking good. Also bear in mind the ambient light in your room when you compare printed output to your monitor because what matches under on set of lighting conditions will not under another.
Hope this helps.

