I work for a Pre-Press company and any CMYK process image we go to press with gets profiled and output (trying to make this as simple to explain as possible..) through a mock up .icc of what the press conditions / ink / dot gain will do to our image and color correct accordingly so to make the client happy. Now you don't have any real way to do that because that would require an entire color management program and if you were to profile your image with said printer's profile and output it through your home's printer, this would not be to any benefit to yourself. The inks hue's will vary, the color's that are in and out of gamut will vary, the math of the colors themselves will be off..
The reason why people say just don't profile / color manage in image is largely a result of the internet and the color space of browsers. As you probably know most browsers only show one color space, sRGB. So while people say don't color manage your image's, if you're camera took a picture and it was using Adobe RGB 1998, then you upload this to the web it's not seeing the image how you saw it (the color WILL be different, not hugely but it will vary). It is showing you what, in this images CURRENT state, looks like viewed through sRGB. The browser does not take anything else into consideration and there is NO color management. BUT, if you took this image in sRGB or even convert it from Adobe 98 to sRGB and upload it to the web. This image will look exactly how it looked on your monitor in PS as it will on your browser. Color management comes into play even if you ignore the .icc and say don't embed profile. The color management starts the second you take a picture.
This is all about Source to Destination, which is what .icc profiles are intended to manage. The source - for most of us is sRGB. The destination is the final output of whatever or whomever prints this. This could be a printing press or an epson. The .icc takes into account the source profile and interprets it mathematically to be as visually and numerically close as possible to the original images color space. If you send an image is sRGB to a cmyk printer of course it isn't going to look like what you intended it to, sRGB is a huge colorspace and any saturated color's will almost certainly be out of gamut. But, it has to be converted at some point. An offset printer cannot print sRGB. Just because you don't color manage an image you send out personally does not mean it isn't getting color managed. It has to be.
Everybody's color management program varies. The best thing to do is contact whoever will be handling your files and ask how they conduct they're workflow. What are they doing to assure you that your file comes out as accurately to what you are seeing as possible? Do they convert all images into an .icc they have on hand? Do they only convert images in RGB to a standard CMYK space that really means nothing to do with final output other than it isn't RGB anymore? This is a huge subject to try and explain and cover especially when I don't have all the answers.
Then we could go on about if your monitor is profiled and so on and so on..