Sorry, I can't help you. When my HP wireless printer didn't easily set up
wirelessly I just gave it up and went with USB. I'd like some advice too.

Appears nobody has had experience of getting wireless printing going
in Ubuntu and I have to add a 'me too' to that as well :-( When adding
the printer and selecting a network one it picks up the IP address and
that's usually all it needs to be able to connect to the printer, plus
you've already verified it works on USB so it's not a question of this
printer model not being supported.

Having set up a few wireless printers in Windows, have you verified
that your Epson SX515W is connected to the router correctly ? Last
Epson I connected was a bit of a hassle and not as straightforward as
it could have been - the printer switches to a transmit mode and you
have to go through the 'connect to router' business all over again
before it will link through.

On a secondary note the scanner side appears to be a major pain too
and that might need USB anyway.

Seems the use of wireless printer/scanners is lacking in support so
perhaps something to flag up to Ubuntu developers as many users are
going wireless these days - seen a big switch from desktops to laptops
in last year !

I would have
thought that the developers would have sorted this by now as it is a real
painThe system does indeed pick up the IP address but it doesn't
automatically allocate a Port and that I think is where the problem lies.I
can confirm that the Printer is wirelessly connecting to the router ok as
with a little help from Epson Agent UK Online chat I had my Windows 7 PC
connected very quickly,by manually adding and configuring a Port.Finally
how do I bring this to the attention of the Ubuntu Developers Barry
?

I had no trouble at all getting my HP PhotoSmart 3310 detected and
working under Ubuntu Studio 10.04.
(Far more easily than with HP's own drivers under Windows.)

I too have found that HP in general does have the best support for
printers in Ubuntu with most of them being just a case of plugging in.

Was this wireless though or USB ?

I don't have any experience with HP support for Ubuntu.

However, Ubuntu seems to support HP well. In my case, wirelessly, that
is.

Update to last post, found this 2 part tutorial for an Epson wireless
printer which might help:

makegadgetswork.blogspot.co.uk/.../configure-epson-s515w-on-linux-min\
t.html

I have not set up an Epson but have a Brother wireless. I had trouble
getting it to work wireless with Ubuntu. So I booted in Windows and went
through the Windows install process. This assigned the printer to a port
on the wireless router. After that in Ubuntu
, printer was found
clicked through to appropriate driver and all is working.

I'm sure there is a way with Ubuntu to assign the wireless network port,
but I gave up. That was the issue I was having and seems to be the same
for you. Printer worked with USB but was not found by wireless until I
did the Windows set up. In fact then the first after that when I tried
to do the Ubuntu install, I started with the USB corded connected per
some instructions I found, but that messed up the wireless and my Window
setup nor Ubuntu would printer wireless.

Thanks for your imput regarding your experience trying to set up
a Wireless Printer in Ubuntu.I have Windows 7 on a completely separate PC
it isn't dual booting with Ubuntu.I agree that there must be a way to
manually configure and add a Port as in Windows,but its not apparent and I
too have given up trying,though Ubuntu is actually finding the Network
Printer IP address its just that its not configuring a Port which is why it
wont print!