Digital SLRs tend to be fairly conservative on in-camera sharpening, leaving the user to apply whatever sharpening they feel is necessary as part of the overall creative process. Digital compacts tend to apply sometimes quite aggressive sharpening, more in tune with the "point and shoot" ethos.
The inherent softness of your 20D isn't a fault - it's a combination of various things, mainly the Bayer pattern of the sensor and the anti-alias filter (which works to eliminate moire and aliasing problems at the cost of some softness). However, there's a difference between your pictures being soft (lack of micro-contrast at the edges) and out of focus. If your pictures are out of focus, it's possible that you have a focussing error that requires one or more items from your kit to be calibrated.
Posting samples (particularly 100% crop samples) would help. If you're giong to do this, a good lens to choose would be your EF 50mm f/1.4, which is regarded as a sharp lens, particularly when stopped down a little.
David