The paper does make a big difference. With Epsons, you have to run a colour print at least once a month (ideally once a week), or the heads will block. I've had a Stylus 980 for several years with few problems (except, for some reason, with a few pdf images produced by other people); prints are darker than screen display, obviously. Can't speak for newer models, especially those without manual controls. My parents have one that won't allow their computer to shut down, so they have to unplug the printer first!

Do you have colour profiles installed? Sometimes monitor settings can mislead, too.