A question. Are you shooting to JPG? If not, what kind of post processing software are you using?
I don't use JPG at all. Everything is done in Lightroom 2 & Photoshop CS4. I have a Nikon microfiber cloth that is 18% gray that I use to set white balance, then I can do anything I could have done on the camera in post.
The RAW images are uniformly dull and drab. White balance improves things, exposure adjustment helps, and I have a basket full of tools that I use for color tuning.
I realize that this isn't as convenient as a P&S, but I find that I get much better image quality with the RAW dSLR image and post processing lets me adjust the image from what the sensor recorded to something close to what I saw.
Your mention of the in-camera adjustments seems to indicate that you're using the camera like a P&S, and judging the images by what is recorded by the camera on the SDHC card.