Hi John,
I am going to step out on a limb here (being new to the group) and suggest a a good book to help with ICC profile questions. I happen to like Amadou Diallo's Mastering Digital Black and White. Diallo speaks quite a bit about color management and helped me a lot when I had the same questions.
To answer your question briefly, and to the best of my knowledge (please help me out here if anyone can correct me or add anything), you do not want to convert your images to an ICC profile while you are editing them. Your images live in a color space (AdobeRGB, ProPhotoRGB, etc) that is ultimately translated through an ICC profile into a print. Your image should remain in that color space, there is usually no need to convert it. Sometimes switching from one color space to another, more restrictive space, can actually reduce the quality of your image. The ICC profile is simply the file you select when you're printing that tells your printer just how an image should be translated for that particular paper and ink combination.
If your system is reasonably calibrated, you can use Photoshop's "Soft Proof" tool to apply an ICC profile to your image as a preview of what the image will look like when it is printed. While you are in Soft Proof mode, you can adjust your image contrast and color balance to look the way you want, and when you print it, you should have a decent match.
I should mention, if you have a 3800 and are printing black and white, you may want to skip ICC profiles altogether. The Epson models have a great "Advanced Black and White Mode" which does not require an ICC profile. You simply tell the printer what kind of paper you are using (or a reasonable approximation, usually recommended by the paper manufacturer) and send the file to the printer.
Like I said, the Diallo book helped me a lot. Most of this stuff is not intuitive at all. I hope I have been some small help.
Dalton