A few quick questions. Do I have to convert my rgbs to cmyk before, or is it done at the printers? And what: I just burn the files on a cd and give it to them? (I've never printed anything outside home and school)
Contact the printers you plan on using to see what type of file formats they can handle, and what type of color modes they use. Even if they can handle changing formats for you, if possible do the work yourself. Format and mode changes can effect how your colors will appear, so you'll want to handle any converting and check the results and see if they need any tweeking.
Also go to the printers you plan to use and see if you can get a free sample or one off done. Different printer types, papers, inks... can effect how final work will appear, also gives you a chance to check out the people and their work.
Printers are designed to handle the RGB-CMYK conversion, so leave your files as is. CYMK has a smaller gamut than RGB, so best to keep it as wide as possible before printing. As for how they want the files, it just depends. Some will take it through email, some will want a flash drive, some a CD. A CD is a pretty safe bet, though.
If your printer states they want the file in CMYK it sounds like they just bang it out without any adjustment and blame you if the colour doesn't map. I'd clarify this with them and if it's the case, find another printer who takes RGB files and colour matches as close as possible their end before printing. This is what I've always done and I've never had a problem in any output media. The one time the result was screwed was when they insisted I convert to CMYK first and then didn't bother checking the output for quality against their set-up.
Converting from RGB to CMYK effectively is very difficult without an understanding of colour management and a knowledge of what devices and consumables your printer will be using. And having the right software, of course.
I've always taken the view it's the printer's job to do this, not mine. I send the RGB with embedded profile, they convert as required and match it as closely as possible to the RGB.
As for uploading, ask them. It's usually online although most will accept it on CD. You'll normally need to save it at 300dpi so make sure it's big enough in terms of pixel dimensions.
I wouldn't worry too much about them, if you create a RGB file and save it, it will have one by default. It's just to ensure that the printer sees the same image you do, assuming your equipment is correctly calibrated.
I am the printer, or at least I work at a print shop.
I would suggest calling and asking what sort of file they want (JPEG, TIFF, PSD) some digital presses handle different formats better. As for file conversion from RGB there is no point unless you know what you are doing. The drivers that output to the printer will convert the file based on the printer's color profile.
Taking a printed sample with you is a good idea, but you'll need to keep in mind that if you are printing this at home on and inkjet/laserjet the printed colors are most likely going to be a far cry from a professionally printed piece. If you need a perfect match check and see what color matching the printers can do, and if it is limited try and get a press proof. If you are printing oversize (for most small machines over 12" x 18") the press proof could be rather expensive. Keep in mind, too, that color correction can take time and depending on the setup/graphic fees this can add up quickly (we charge $60/hour for digital work and $85/hour for design work).
Look around and talk to a few different printers. Make sure you find someone that you enjoy working with and that will work with you. It will be much easier in the future for you if the printer is already familiar with the assistance you'll need.
If are doing something from a photograph and not something that is originally digital you might consider looking for a camera shop that does in house enlargements, their printers are calibrated to match photo colors and will save you hassle and money over going to a traditional printing press.