It's underneath the Page Orientation images and Page Scaling percentage in the print dialogue. There's a pop-up menu with the name of the app you're using there. It has colour setting, printer settings, paper feed etc in there as well.
Just had to post something to say thanks for this. Even though this post has been gathering dust in cyber space for 3 years it just saved me a load of grief.
So to confirm these instructions still hold good for Leopard on the eve of a Lion launch