Hey, I'll chime in!
First off, I want to voice my agreement/support for the other posts that have contributed! In essence, yes, Canon and Adobe do take different approaches to converting and developing the Raw data, and it is noticeable right "out of the box".This is especially visible if you have your camera set to standard Picture Styles -- they apply amounts of Contrast, Saturation, Sharpening, and other in-camera settings. designed to produce out-of camera jpegs of "acceptable" quality, and also as the "default" settings for bring a Raw file into DPP. Adobe products don't have those built-in adjustments, in fact, if you use the Default Adobe Profile settings (they call it "Standard", but it's not the same as the Canon "Standard" Picture Style) then the result will tend to look "flat" because it hasn't applied the built-in adjustments to Contrast, Saturation and such.
Now, as others have said, there are Adobe "profiles" that you can apply that help to address these things as a "starting point" for working in Lightroom or Adobe Camera Raw.
However, one thing that I and some others have chosen to do is to set our cameras to a Picture Style, either Neutral or Faithful, and to dial down our settings for Contrast, Saturation and Sharpening all the way back. This way, our "Straight Out Of Camera" shots come close to matching the Adobe "default" if you open them in DPP. And then, if you do use DPP, you can tweak things by changing the Picture Style and the adjustments as needed. In fact, my advice to those who are learning and comparing DPP is to either do the above with the in-camera settings, or else in DPP to do the switch, change the Picture Style and settings so, yeah you will start out with a "flat" image, but then you can move forward, and match your adjustments in DPP with those in Lightroom!
Of course, you can only use one Raw converter to process/develop/convert your Raw files, so if you open and work on a Raw file in DPP, your edits will not "show" in LR or other Raw software unless you convert them to tiffs or jpegs!
Now, it can be said that there are "different strokes for different folks"! Some shooters are happy with Straight Out Of Camera (SOOC) shots, they shoot jpegs, of, if they wish, can open a Raw file in DPP with all the in-camera settings applied, and they can be happy as clams, no need to fumble about with the Raw workflow!
Well, like I said, "different strokes". Heck, back in the film days (and early jpeg-only digicam days), I'd drop off a roll with "one hour photos", get shots back, no muss, no fuss! But, when dealing with "serious" photographs, well, things changed, I didn't have a darkroom, so I'd work with labs who could work on my images, starting with darkroom work, then stepping through the negatives and then the prints!
With digital, things have become "simpler" and more "hands on", what with our digital cameras, digital images, and nice computers, and there is the fact that we can become more "picky" as far as what to print! And sure, we can be out taking photos, jpegs with decent settings, then walk into one of the modern "one hour" photo places, hand them a memory card, and walk out with prints!
But, as I moved on with digital, I became aware of the fact that many of my images would benefit from some "processing". To various degrees, sure, but still, I became aware of the fact that my jpegs had "limits" as to processing them. It was during that time that my attention became drawn to the filed of Raw shooting/processing, and I ended up with my first DSLR. Adobe had come out with a good quality Raw processor bundled with Photoshop and Bridge, so I latched onto PS CS2 (Lightroom had not come out) and my whole workflow began to flow! So, when Lightroom came out, I started with the Beta release, but once some updates were made, I made the leap to LR 1.2, and that kicked my workflow into gear!
One more thought!
A lot of people are bothered with needing to process/edit our photos, especially the idea of Raw processing. Well, I can understand that, but to me it leads to the concept of the "digital darkroom" -- we can approach our Raw images as digital "captures", then bring them into the darkroom (our Raw developer/converter of choice) and the results are digital negatives, that after whatever tweaks will improve them, can be transformed into usable images, good for prints, Internet sharing, all that jazz!