I could write a pretty long paper on ICC color profiles. First, you ned to be designing in a CYMK color profile
Printers and designers (and your customers) have faced this issue for ages. . Soft tones, pastels, and tones that stray away from our primary reds, blues and greens are great for print.
If you were to view a CYMK color gamut (If your using a mac, you actually have a free gamut viewer) you will notice 'white' does not exist in the gamut. All colors stem from Cyan, yellow and magenta and meet in the center (black). These print gamuts rely solely on the colors being laid on a white surface to complete the image. IE your paper.
In RGB you will notice all colors stem from white, and black does not exist. This gamut relies on a bright white light being the base for all color. And black, being the absence of color. RGB color gamuts are the widest, and most robust gamuts in existence. They mock the way the human eye creates color (or the human brain rather). And most importantly, this is how your computer monitor displays color.
Even though you have a CYMK color gamut chosen for your designs, its still being rendered by an RGB device (your screen). So the tones are generally correct, but they appear a bit brighter than what will be printed.
colors to avoid:
Bright orange (prints brown)
Navy blue (prints purple)
Rich grey (will always be heavy in either Cyan or magenta, use a % of black only)
And avoid designing in Photoshop. Switch to illustrator and Indesign, and you will never go back. I guarantee you wont regret it.
Good grief. I hope this makes sense, and that your still awake after the second paragraph!