In addition to Lewv's suggestions, which are spot on, it is also sadly nessecary to color-calibrate your printer, and this needs to be done for each specific paper type you use.

Thankfully, you don't need to buy or rent expensive equipment in order to do this. You can just print out the appropriate images and mail them to a custom profile company and they'll email you the custom profile. I recommend inkjetart.com/custom_profiles/

Monitor calibration should be done every month, ideally every two weeks if you use a flat screen, and every 3 weeks if you use the other kind. Therefore, if you're serious about color management, it's cheaper in the long run if you buy your own equipment.

For more information, check out the (unrelated website, afaik) Ink Jet Mall's documentation on color management: inkjetmall.com

It's worth noting that this is a problem that existed even before digital image making. Film-based photography suffers the same problem, and was much more costly to resolve, as each image required it's own color optimization routine. The difference is that the print labs bore these costs and handled the color management for us.

I don't know how often you need to profile your printer, but given the nature of modern ink-making technology, I doubt it's more often than once a year.

I strongly encourage you to profile your printer. While most people understand the universal need for a calibrated monitor, few people understand the need for a custom printer/paper profile. Using a cheap printer with a custom profile gives me much better results than using an Epson 4000 wih the company-supplied profiles.

They had chained him down to things that are, and had then explained the workings of those things till mystery had gone out of the world....And when he had failed to find [wonder and mystery] in things whose laws are known and measurable, they told him he lacked imagination, and was immature because he preferred dream-illusions to the illusions of our physical creation.
      -- HP Lovecraft, The Silver Key