Lars:
Just a few extra points... Epson has changed the names of their papers 8 or 10 months ago, and slightly altered the formulas. Luster, now called Ultra Premium Photo Paper Luster, is slightly different than the older Premium Luster paper and takes the inks a bit better. Gloss suffered the same name change weirdness and frankly I cannot tell any difference. The old profiles will work okay.
My favorite coated papers for the 3800 are UPPP Luster and Harman FB Al Gloss, the regular not the warmtone. For art papers I still like Hahnemuhle Photo Rag and Epson Ultrasmooth Fine Art.
Hook up should be easy, just download the latest drivers from the Epson site, and make sure you install the remote panel utility (but do it after the driver install) so you can update the firmware and run the advanced nozzle checks and cleaning.
Cheers,