Best place to print professional quality portraits?

I have recently purchased a Nikon 3100 and use Adobe Photoshop for my editing software. I have a HP Photosmart 6510 printer but I'm not getting the professional quality I'm looking for. I'm just starting and wondering where is it that the others are getting the professional quality pics from? Any tips would be very helpful!

The two places I use are the local photo lab in a camera shop I deal with and the other is BlueCube Imaging… Http://www.modelmayhem.com/10720

In fact, I just got an order back from BlueCube yesterday and getting ready to place another order right now.

Don't get me wrong, the local lab does a great job, BUT there are certain photos that have to be done confidentially, so I send them out of state. I could just imagine if I used the local lab and someone recognized the person in the photos… :"Hey Fred, isn't this your wife?" (ruining her "surprise gift") or "My gawd… That's my mom and dad… Quick eye-bleach" ;-)