The primary reason is that the color on a monitor is ADDITIVE color (RGB) and the color on paper is SUBTRACTIVE (CMYK from a printing press, or pseudo-cmyk from an inkjet or laser printer)
Zero color elements gives you black on a monitor, while
zero color elements gives you white (the paper color) on paper
In additive color, the color elements add light
in subtractive color, the color absorbs incident light:
cyan absorbs green light: all of a white light is reflected except the green wavelengths
Magenta absorbs blue, Yellow absorbs red.
Black is added because the inks have to be somewhat transparant so you can overlay them to get other colors, and 100% of each of the CMY components don't quite absorb all light (to make black)
The whitest paper you are likely to find will only reflect about 80% of the incident light (snow reflects more, but you cannot print easily on snow, and it is hard to store)
Thus, you are losing light right off the bat, before any ink is added. As you add ink, you lose still more light.
This is why strong, saturated colors look good on screen but look like dark mud on paper.
Color balancing monitors and printers is a frustrating, endless job. It is better to establish a standard pallette (that can be as extensive as you care to make it), and print a color chart on your printer of choice. Adjust the color components so they look right on the paper. Now you can pick your colors off the chart, and you know what to expect when you use the color components you have specified.
You should also be aware that some software (think Arc...) will automatically convert your CMYK specified color to RGB components on the fly behind the scenes to send to a printer or plotter, this generaly does the colors no favors....
Pantone, by the way, is ONLY valid in printing on a press, and ONLY if you have specified separations to spot colors. Pantone is a guarenteed color definition system because the press-operator can open a can of ink of exactly that color. Pantone defined colors sent to a plotter are just rendered in the plotter's colors: not the same thing. To use pantone colors you have to be able to 1) identify the pantone spot color in the graphic, and 2) out put to color separations including separate layers for the spot colors.
Oh, yah, PDF... PDF has very bad color control; colors WILL shift with conversion to PDF. Your choice is: file portability (use pdf) OR exact color. Then again, most people are not quite that fussy, themselves.