Chris, the colors coming out of your DSLR should be no different then what comes out of a point and shoot. Most point and shoots use the sRGB color space which is pretty much the standard. When you view things on the web, or on a monitor that has not been profiled for larger color spaces you are viewing things in a small sRGB color space. If you just want to snap and view without all the fuss, make sure your camera is capturing in sRGB and not a bigger profile like Adobe RGB 1998. Most DSLR's have an option to change the color space they capture in.
The washed out dull colors you're getting could be a result of color clipping. If you're DSLR is capturing in Adobe RGB 1998 but you are viewing with sRGB, some colors captured in the bigger Adobe RGB space may fall outside of the smaller sRGB color space. Those colors that fall outside will show grey and can make photos look dull. Just something to check. I've been there before, wondering what the .....
Edit, also if you're using Lightroom make sure you convert and export using sRGB. Everything opened in Lightroom is opened in the ProPhoto color space which is huge. If you export using ProPhoto things will look really dull when viewed in other apps.