Stonewall,
This could be down to a couple of factors. mainly the ink and the paper you use. And I believe it comes down to the old expression, you get what you pay for. Cheaper paper and inks will almost always come last when trying to produce quality prints. Colour profiling will help for a particular batch of paper or ink, but bear in mind that a profile is only good for A PARTICULAR ink with A PARTICULAR paper. If you change the paper type, or the ink, or even if you cannot be sure that each batch of the ink from your ink supplier is the same, then you may need a new profile each time.
I would definetly suggest using Epson papers with Epson printers, and when you use third party inks, use those formulated for the Epson R800. You'll pay a bit more, but you'll get performance that's repeatable enought to justify the expense of profiling your printer.
I've two printers, one is the Epson 1400, and a mate of mine is profiling that for me even though I'm using epson paper and epson ink (claria). I sent him some sample prints, and he scanned them and did say that they were quite accurate, but would benifit from a profile. And that's using all OEM materials throughout the workflow. The other printer is using cheap paper and cheap ink (1% the cost of Claria), and I'm getting that profiled to try and come close to the colour accuracy of Claria ink prints, but they're just for short-lived use.
Oh, and that's another thing. using third party inks may have a disasterous affect on the longevity of your prints. For example, Fujicolor Crystal Archive pro is reckoned to be 40 years under glass, Claria ink with the right Epson paper is reckoned to be about 80 years under glass, and some third party inks have visible fading after a matter of months. Something to think about. :)
Suggested site:
http://www.wilhelm-research.com/
Cheers,
Dave.