I finally managed to get consistent colour right from the screen through to the printer. Here's what I needed to do.
First step was to calibrate the screen (Macbook Pro in this case). To do this I used the Spyder2 calibration device from ColorVision.
Second step was to get the Epson papers onto the Macbook Pro (they were not originally present - since the printer is connected to a Mac Mini and used over the network - but I grabbed them from the mini and stuck them in the same location.