cmyk vs. rgb
CMYK is the four-ink colour model printers use (cyan, magenta, yellow, key/black). RGB is the three-light colour model screens use (red, green, blue). Always design print files in CMYK — RGB colours can shift dramatically when converted at the press.
Screens emit light; print absorbs it. Bright, saturated RGB blues and greens often desaturate or shift when converted to CMYK because some screen colours simply can't be reproduced with ink. The conversion happens whether you do it intentionally in Photoshop/Illustrator or the printer does it for you — but doing it yourself lets you see and correct the shift before it ends up on paper. zprintz's preflight will convert your RGB file to CMYK automatically, but for brand-critical work we recommend you do the conversion in your design tool first.