I have a Canon MX870 printer which I have connected to a Windows Vista laptop via a USB connection. Whether I print or copy, the result is the same: blank pages.
The result is the same when I use a different (also Vista) computer. Scan works fine (to computer).
Printer cartridges are correctly in place (red light showing for each) and all protective orange plastic bits and tape removed: the foam part of the cartridge (underneath) is exposed and the L-shaped air hole (top) is open.
Just to be clear: it gives every impression of printing (paper goes through, it sounds like the printer heads are moving, prints only on command) but the output is blank pages.
Note: this is a brand new printer.
Update: inside the print head cradle (which you insert as part of the set up process), I can now see wet ink on the cartridge side but no wet ink on the side which touches the paper. So it looks like harrymc is correct: there is simply a hardware problem. I think I now have to take it back to the shop - if / when I know more, I will post it here.