There has been a lot of discussion about this on the dpreview.com 400d forum. It seems that many, if not most, 400d's/XTi's tend toward underexposure. (Actually, this has been debated endlessly on dpreview!)
Most of those reporting underexposure require +1/3 to +2/3 exposure compensation (EC) to get the exposure they prefer. Since you can't adjust the exposure compensation in the full Auto mode, switch to the program (P) mode. The P mode works nearly the same as the full Auto mode but does allow exposure compensation.
If you're really concerned that your 400d is abnormal, I would take it back to the store and see if they'll let you take some shots with another 400d to compare. There's a pretty good chance they'll look similar.
Here is a thread on this forum that discuss the same thing (note that in the final post Wenzday said she compared her XTi to a store one and a Nikon D80 and got nearly the same exposure in all):
https://photography-on-the.net …ghlight=xti+underexposure


