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.
This meant that colour was now good thru to print - but - not brightness. The prints were somewhere between 2 and 2.5 stops too dark. Googling suggested I needed to grab the colour profile of the papers for my printer. But Epson seems not to list them. More googling found that for some reason Epson Australia still has them. So I grabbed the paper profiles from there and installed them. Bingo - the brightness issue was solved. Now the prints look identical on the screen and on the print.