You're saying you will need lots of different paper ? 
Are you making your own profiles? or using ICC ones.

If you are using ICC profiles you only need to download a ready made profile from the papers maker. This will give you colour calibration that is acceptable for all but the most exacting needs. I would advise against making your own profiles unless you have the equipment and experience. 

You can however move up one step from the ICC profiles by having profiles specifically written for your printer/ paper combination by a lab. who specialises in this type of work.   They will ask you for a sample print of colour patches from files they send you. These are then returned to them for analysis by Spectrophotometer and they will write the profile from the result. This is a very accurate way managing colour printwork, each individual printer varies slightly in what it will produce and ICC profiles are standard.  This is imho over the top though unless you have a specific need for this level of accuracy.

You say it is your first time working with a colour managed workflow. My advice would be to calibrate your monitor first. Then decide which colour space you want to work in (your working space) and set your software to use this colour space. Most people use aRGB though there are others, all with their own merits.    
Next set your photo. software so it is setting the the colour handling. Next set  the rendering intent, for which most people use 'relative colorimetric' and select 'black point compensation'. 
Doing this you will be able to proof your images on screen before actually printing.

I used lots of generalisations here to keep it simple but I am happy to go further into any part if you want more information.  

It all sounds much more complicated than it actually is. Once you are used to using colour management your results will be much more pleasing and consistent.
Then it is time to start experimenting with different colour spaces and rendering intents :- )
 

And every one said, 'If we only live,
We too will go to sea in a Sieve,---
To the hills of the Chankly Bore!'
Far and few, far and few, Are the lands where the Jumblies live;
Their heads are green, and their hands are blue, And they went to sea in a Sieve.

Edward Lear
http://www.nonsenselit.org/Lear/ns/jumblies.html