Long Story Short: You should ALWAYS calibrate your monitors.
A while back I did a photo shoot for a band. The photos turned out great and the band wanted to get some of the photos printed poster-sized, (always a good sign!) They picked a black and white image we all liked and sent it off to the printers. It arrived a couple of days later and the band was ecstatic. It was cool to see a photo of mine printed, (doesn't seem to happen all that much in the digital age,) but one thing stood out: The photo was darker than I processed it. Not a crazy amount, but just enough for me to notice.
Why did this happen? I didn't calibrate my monitor. I bought my Apple laptop, opened it up and went to work. Think about it: The monitor settings are designed for the majority. People who use their computer for checking mail, Facebook, and writing a Word document here and there. All things where color isn't all that important.
I solved this by buying a display calibrator. I bought the X-rite colormunki because Zack Arias at the time recommended it. (I think nowadays he recommends the slightly more expensive X-rite i1Display Pro.) But for around $200 you can avoid a lot of printing headaches.