More issues are when you are trying 3rd party inks and getting a profile to work with them. If you get good color now with the profiles you use, then you may be ok.
If you are just looking at different media then you may have to try a few of the profiles you have to find the best match. It should not be as big of a deal, however there are always some cases where cheaper media does not print as well and you will fight with it and only cause frustration.
To make profiles you might be looking at $1000 and up range to buy the equipment needed.