What are your rendering intents? What are you printing, vector or bitmap? Are you including, saving, and subsequently using profile information when you save your work? EPS files often produce annoying color shifts with vector images all by themselves, without any additional help from embedded profiles.
If you want to have what you see is what you get printing, there's a coupleof ways to achieve it.
One is to have unique profiles for all of the media you use and spend seemingly endless hours diddling them in an attempt to match your output to your input. This way lies madness.
Another way is to match your input to your output. This is achieved thusly: Pick a decent profile, I use Oracal 3651G from Oracal. Set the Rendering Intents to 'perceptual' for bitmaps and 'no color correction' for everything else. Select the highest quality dither and gradient algorithms available. Print a Pantone chart and hang it on the wall. This is what the printer does and what comes out of the printer is the truth. Now match your input to that chart. If you need some particular color, find it on the chart.
For bitmaps, always send full size RGB bitmaps at a resolution a quarter of the resolution you're printing. i.e if you're printing at 720 dpi then send 150 ppi bitmaps. Always RGB, never CMYK. Your RIP will convert them, through a circuitous route, into the necessary CMYK values far better than any other software you own.
