The easiest answer to your question is... to shoot slides. I say this not as a slide snob, I just made the move to digital myself and I love the look of slides. However, I think that wanting digital to be like slides risks ignoring the potential of digital imaging. Slides, negative film and digital are all a means for photographic capture. Each has their strengths and weaknesses and understanding these will help you get the most out of the medium you are using and I write this as someone who is still trying to understand color management!
The issue as you describe it is not how to make digital look like slides but how to control the saturation of an image. The photographer can employ saturation in each capture medium. One option is using the saturation function in Photoshop. Another is Fred Miranda's Digital Velvia Photoshop action at http://www.fredmiranda.com. However, you can go a long way by also employing better light in your photos. Shooting in early morning or the late evening will give you soft warm light that will go a long way toward the look you desire. You can even use even light during overcast skies and then use the saturation control in Photoshop.