Print is a very different medium than a computer screen. Within the scope of print, you are also very likely to find that different paper types and inks reproduce the same photo in very, very different ways. To print a photo such that it appears how you want it to appear requires calibrating your devices, and can take a bit of experimentation to figure out the nuances of the printing equipment and paper such that prints end up looking how you want them to. You can do this for personal gear or a print lab, although with a lab your options may be more limited.
It should be noted that dynamic range in print is usually significantly more limited than on a computer screen. Both are usually more limited than mid to pro-grade DSLR equipment, many mirrorless cameras, and some of the newer point & shoot/bridge cameras (which offer anywhere from 11 to nearly 14 stops of dynamic range, vs. a computer screens average of 8 stops and prints average of 6 stops.) So there is indeed an impact on dynamic range when printing...there simply isn't as much, possibly much less than half as much as the camera you took the photos with.
The first thing you will want to do is calibrate your computer screen. Most screens come from the factory with very unrealistic color reproduction. They tend to be overly bright, frequently oversaturate colors, and usually have a high kelvin white point that does not correlate well with most fine art papers and many glossy, luster, and semigloss papers. You can pick up screen calibration devices from X-Rite iOne, DataColor Spyder, Pantone Huey and others.
Calibrating your computer screen will adjust color reproduction, white point, and brightness to within standard settings, producing a much more natural reproduction. You can calibrate to a number of white points, however D50 and D65 are the most common. D65 will tend to be a bit blue and correlates better with papers that use optical brightening agents (OBAs), D50 will tend to be more reddish-orange and correlates better with fine art papers, particularly 100% natural fiber papers. If you are the type who wishes to print on multiple paper types, or who wishes for the most neutral white, I recommend calibrating to a 5500K white point.
Once calibrated, your screen will probably look a lot less vibrant, less bright, and more dull/less contrasty than it did before. That is ok, in fact it is actually very good, as your screen will be reproducing colors more accurately. Print tends to be duller than a computer screen, and generally less bright. What you view on screen will correlate with what you end up seeing in print much more closely, and things like blown highlights or crushed blacks should be more apparent.
The next thing to calibrate is the printer. This is done through ICC profiles for Image Color Management (ICM). An ICC profile is specific to a brand and model of printer, the inks used in the printer, and the paper used. Print calibration determines the white point and color reproduction range of the paper, and registers the necessary offsets for key data points to allow that specific printer with the specific ink and paper combination to reproduce prints with accurate color.
Generally speaking, you will not need to create ICC profiles yourself. Most paper manufacturers provide ICC produce and freely provide ICC profiles for all of their papers on the most common devices (Epson, Canon, and sometimes HP). If you are using a lab, the lab should have the necessary ICC profiles for the equipment they use, so you will usually* not need to worry about them.
If you are printing yourself, and are using an unusual type of paper that you cannot find an ICC profile for, you may wish to create your own ICC profile for it. DataColor, X-Rite, and Pantone all offer a variety printer calibration systems that can produce ICC profiles for you, if you are interested.
The last step is to "calibrate" the photo itself. If you take your photos in RAW, this will be much easier and you will have far more editing and tweaking latitude. If you use JPEG, you can still do this to some degree, although the 8-bit color depth will definitely limit you in some ways. Photo calibration, or probably better termed photo print tuning, involves gamut correction, white and black point compensation, and possibly color balance compensation to ensure what you see on screen is correctly reproduced in print. If you are not intensely picky, calibrating your computer screen and using a proper ICC print profile will generally be enough, and you can skip this step. You mentioned the photos printed much darker than you expected, and that can be the result of improper white and black points.
Correcting the white and black points of a photo for print is fairly strait forward. Photoshop is the best tool to use for tuning photos for print, and supports all of the potential edits one may need to make. If blacks end up "crushed"...or in other words shadow detail disappears into black in print when on screen it was visible, you may need to tweak the black output level to lighten blacks. If black is not as deep in print, you may need to bring up your black point a bit to deepen blacks. This is best done with an adjustment layer for "Levels". For crushed blacks, bring up the black output level above 0. For light blacks, bring up the black point, which will make blacks darker. Similar things can be done with white point, if your print comes out looking too dark overall, lacking contrast, or otherwise lacking the kind of bright highlights you expect it to. Pull down the white point to increase contrast and make whites lighter, or push the white output level below 255 to make them darker.
White and black point compensation is the most common form of edit that you may need to apply to a photo to improve print reproduction quality. Sometimes a paper (or the inks used, although much less so these days) supports a narrower gamut than your computer screen. Most printers and their inks cover most of the sRGB gamut, and higher end printers from Canon and Epson cover most of (or even more than) the larger AdobeRGB gamut. When a paper/ink combination woefully falls short (and I mean by a lot, not just a little), which usually happens with deep violet hues, bright reds, and bright greens, those colors may shift unappealingly with Relative Colorimetric or Perceptual rendering intents (a print ICM setting). Perceptual tends to do a better job, however with large gamut differences neither does particularly well.
Gamut issues tend to be a fairly rare occurrence these days, however you can manually tune your colors to fall within the print gamut by using selective saturation tweaks. You will need the ICC profile to be used for print...if you are printing with a lab, you may need to request their ICC profiles for the paper of your choice. Install the ICC profile on your own system, and you'll be able to use Photoshop's "soft proofing" feature to preview how the photo would look printed on your own screen. It is an approximation, but usually a pretty close one when you have a properly calibrated screen. Under soft proofing with gamut warning enabled, you'll be able to clearly see areas of your photo that fall outside of the print gamut. If all you see is a light speckling or smattering of out-of-gamut (OOG) regions, you are probably ok. If large areas of your print show up as OOG, you will probably need to tweak the saturation of those regions. There are a number of techniques to do this, I'll leave searching tutorial videos and blog articles up to the reader.
The final tweak you may wish to make to your photos is a color balance compensation. Some fine art papers have extreme hues, usually towards the warmer end of the spectrum. Your white balance will be undeniably shifted, and that is usually the entire reason one chooses to print on such papers. Color balance can shift as well for all colors, and some colors may not look as good when shifted considerably warmer. There are also a variety of techniques one may choose to use to correct color balance around a warmer white balance, and again I'll leave searching for those up to the reader. The only time one would need to do this is if they dislike the color quality of a photo printed on a very warm paper, while still liking the warmer white point. This should be a very rare occurrence, and is actually best corrected by using a cooler (although possibly still "warm") paper.