If I want to do that on digital I'm going to have to shoot JPG because the lab is not going to be able to print RAW images and make the prints,
No, you can shoot RAW for highest quality and then convert to JPG and give the lab the files.
so I'd better fine-tune the white balance myself to make sure its as close as possible.
You should always do this for best quality, whether its RAW or not. Sometimes a scene won't have anything in it that should be perfectly neutral, and then you won't be able to get the white balance. If you can, ALWAYS custom white balance.
If I'm being really difficult then I will also want to have the images as RAW and fine-tune them myself (like I do with my scanned images).
For best control you could do that, yes. But a properly exposed/white balanced RAW file many times needs no adjusting, just conversion. So it behaves just like a JPG, but it gives you theoption of modifying it with the added data from the RAW file.
So I'm looking at a D2X or a 1D Mark2 and gigabytes of cards plus a portable PC with a CD writer to burn the JPG's etc. I'll probably wind up not being too difficult.
I guess, if you want to burn CDs on the spot. Most new cameras store JPGs with the RAW files now, and extracting them takes much less time than converting. So you could quickly provide JPG files while still having RAW files to tweak later on for best quality.
Hope that clears some of it up.