On the camera it looks fine, when imported into adobe lightroom it look under exposed but then this was adjusted. It looks fine on my Macbook and TFT.

At work in was looked very dark on CRT monitors on a pc (look at from the web), but on a colleagues TFT it looked fine, and it was mediocre printed on the office laser jet/photocopier.

Not an easy question; here's why.

"Proper" exposure is image and/or scene dependent, meaning you may have to sacrifice hi- lites to capture darker areas and vice versa.
Looking at your example, I would vote no. What was your point of interest in this photo? If it was the performers face, then you are ok. Theatrical lighting is quite "contrasty" making a great exposure difficult, not to mention color balance problems.
Your image contains pure black and pure white, so it is impossible to capture this range with one shot.

My personal definition of under or over exposure would be this.."NOT realizing the full dynamic range of the camera/sensor."

Example: A photo that does not show shadow transition or detail, yet it should without blowing out the hi-lites.

Over and under exposure is not only image and scene dependent, but also creative. You may WANT to shoot this or that in high contrast or with harsh black shadows.

Today with digital cameras, many of us rely on the histogram. This may or may not be a great idea as it depends fully on one's ability to interpret the histogram AND the camera's ability to render an accurate histogram. Reading a histogram can be a course in itself.

Concerning your issue on how the image looks on this monitor or that printer has little to do with exposure and more to do with the quality of the monitor/printer and calibration.

all the best,

Cheers

If you are shooting jpg, you might want to try a manual WB.
Best to shoot this type of lighting in RAW format.

Take a look at the images I am uploading...the levels shows you have a lot of head room in the highlights and this can be adjusted successfully. The result should appear a bit brighter, but true to the original. I chose to lighten it a little -- which you don't need to do if you feel the darkness is a mood thing.

I hope that helps. These corrections and techniques are derived from stuff I teach in my courses at betterphoto. I made the corrections using Elements here, and Photoshop works about the same way.