Well, done a bit of (re-) reading on soft proofing and rendering intent, and I think I understand some things a little better:
From what I've read, the profile also contains the info on which the conversion is based. In the printer profile for instance paper color and such.
Perceptual rendering intent will 'fit' (compress) all colors of the image color space into the target (printer) color space. Regardless of whether the extremer colors are actually in the image.
So if you have an image full of pastels, well within the printers Gamut, they will still be compressed. I hadn't realised that.
That explains the rather big shifts in the skin tones.
Relative colorimetric shifts the white point like Perceptual does, but clips instead of compresses out of gamut colors. If there are no out of gamut colors, (pastels again), it won't alter the image apart from the shift, so is the best choice.
The white point is shifted because "255, 255, 255" on the monitor looks different then "no ink" on the paper. The shifted whitepoint makes that color difference visible. (Otherwhise 'white' had to be printed)
One thing I *still* don't completely get is the Gamut Warning.
I thought it was showing 'out of Gamut' colors. But when I use 'perceptual' rendering, there *are no* out of gamut colors AFAIK: All is 'compressed to fit'.
If the gamut warning gives an indication what colors *where* out of gamut, so were 'compressed', I'd expect no change in Gamut warning between perceptual and relative colorimetric intent.
Edit: Must have been sleepy when I wrote this: I tried again, and there is no change in Gamut Warning between perceptual and Relative Colorimetric...
Best explanation Yahoo found me until now is something along the lines of "Beware, these colors might print screwy' 
On the proof looking vastly different from the original: (From one of Bruce Frasers' articles
): "As a result, your first reaction when checking paper white may be that your image just died before your eyes. I've become accustomed to looking away from the monitor when I check Paper White so that I don't see the change happen."
I'll have a further look into this, since I'm curious, and like to understand this.
Now if anyone has seen UncleDoug lately.... Help? 
More articles: Bruce Fraser
, Dry Creek Photo
and a lot of pdfs from DigitalDog
(very usefull!)