Guess there must be something wrong with the way I'm doing things, as my prints seem to match up pretty well against my monitor.
Now, I will say that I had to tweak things over the years in order to get here, but really it hasn't been all that painful. One thing that I recently did was to switch papers -- I had been using Epson Exhibition Fiber with my 3880 printer and OEM inks for the last couple of years, and the prints were pretty close to what was on the monitor, but I felt like I always had to make slight adjustments to get the print to where I wanted it. However, I just tried Epson Legacy Baryta last month on a whim and instantly the prints just fell into place. Only change I made besides the physical paper was the profile, and that simply involved choosing Epson Legacy Baryta instead of Epson Exhibition Fiber. The prints now are exact reproductions of what's on the screen, so I can't say that there's been a whole lot of hand-wringing to get here.
This is one recent example of an image of mine that prints beautifully on Legacy Baryta:

Raimundo by
Vince Lupo, on Flickr
I've also tried it on Legacy Platine, and it is even tweaked just a bit better (tiny bit sharper).
One thing I’ve noticed about inkjet /pigment printing -- in some circles it seems to be looked down upon because, at least from their perspective, it's somehow much 'easier' to get a good print than doing it through traditional (darkroom) means, and that if there is more perceived physical effort involved and pain required to accomplish your goal, that it's of a higher quality and has more worth than just simply (in their eyes, anyways) pushing a button. Well, let's just say I disagree with that sentiment and leave it at that.
I don't ever consider an image to be 'done', even after I've printed it. I'm always looking at images - even ones from a few years ago - and seeing if there are ways I can make them even better, or if there are new 'interpretations' I hadn't considered. I think the images are kept 'alive' by going back to them and making little tweaks here and there. I read that painters like Willem de Kooning would constantly be reworking their paintings, and that they were never really considered to be 'done'.
Guess like you I'm a bit old school - despite the prevalence of 'screens' in our daily lives, I still like to have matted and framed prints on my walls and, hopefully, on the walls of others.