Granted Windows 8 Consumer Preview is only 2 months old but you would expect most common Printers to work with it. This wasn't the case when I tested a HP Deskjet Printer with it. Although HP has released a tool to help find Windows 8 Printer drivers (http://h30434.www3.hp.com/t5/Windows-8-Consumer-Preview/How-to-Get-Your-Inkjet-Printer-Working-with-Windows-8-Consumer/td-p/1334287). However, it seems that not all HP Printers are supported.
A solution that worked for me was to manually install a HP PCL driver via the Windows Add Device, hopefully this will help others who have a similar issue.