Visio 2000 wouldn't print. Eventually found a write-up, suggesting that the problem stemmed from SP2.
You press Print, and something flashes up on the screen, but nothing prints. And there is nothing in the print queue for your chosen printer
Have a look at the Print Queue for your DEFAULT printer, and there will be your document.
Visio seems to ignore choice of printer, and prints to the default printer, whichever you choose.
Solution: nominate the required printer as default, then print from Visio, then remember to set the default back again afterwards.