Hi,
I have a similar issue since moving to CS4 from CS3 and Apple OS X 4.xx . Using the same workflow -- soft-proofing, PS managing colours,etc. the print from my Epson R2400 come out much too dark and saturated. My solution id to do al the work, even pretend to print, then save the file, close the file, reopen it and then print. That produces a proper print.
I saw similar issues discussed in other threads and a couple of people listed the same solution.
Hope that this helps.
Jean-Michel