I'm not sure how 10.2 dealt with this, but the new printer option in 10.3 that allows you to set which printer the Print Dialog defaults to causes a problem for me.
Panther has an option that seems to contradict the setting of a default -- it lets the default printer change with each use. I didn't use this and set the hard default in Print Center. But when printing several emails at once, and the dialog asked which printer to use, I picked a non-default (which happens to be networked using CUPS); the first message printed to this one, but the rest printed to my default ... so I then had to stop the queue of the default and drag the jobs over to the printer I wanted.
I don't know if the system or the Mail application is responsible for the error. But I think when printing multiple emails, it should use whatever settings you set for the first message on the rest.
[robg adds: I burned a few pages of paper in the interest of testing, and couldn't reproduce this one -- I have one color USB printer (directly connected) and one Etherneted laser. With the laser as the default, I select the USB printer and printed three emails. All three came out on the selected machine, so perhaps this is a CUPS-specific issue? If someone can confirm, please post in the comments.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20031106003353883