You are right -- if I change the paper setting / orientation in the Epson driver, but not through the Page Setup option in PS, then all the driver settings are retained (media type, etc.). Thanks for pointing this out.
But yeah, it's a little weird how changing the paper size / orientation through Page Setup causes the driver settings to revert. Oh well ...
I believe the actual defaults (usually Premium Luster, etc.) can be changed by going to the Printers/Faxes box in Windows, right-clicking on the 3800 printer, selecting Properties, click Printing Preferences, and making changes in the resulting box.