Thought I'd write up a single, rather long post, to keep my postcount within limits, and get some links grouped together
Do you see a difference between Photoshop and another program? Likely this has something to do with (the other program not using) colormagement...
For starters: Check whether the other program is color managed.
AFAIK, Windows explorer is not (before Vista, that is), Windows Picture and Fax Viewer is "half" colormanaged AFAIK (It will honour an image's ICC profile but not the monitor's), ACDSee (non Pro) is not, Breeze Browser is not, iView Media (non pro) is not, iPhoto is not (not sure about newer versions).
A lot of web browser (anything on Windows, all but Safari and IE (when set) on OSX) do not use color management.
FireFox 3 can be set to color manage, and does so better then Safari. Highly recommended!
Not sure about your browser? Try it here or here
, or more dramatically: Here
If you are using a working color space other then sRGB, the differences can be quite shocking.
So, if you don't know a thing about color management, you might want to stick to sRGB. (Or learn a bit about color management)
First off: there will *allways* be a (slight) difference between a non color managed application and PS, even displaying an sRGB file: That's the difference between your display profile and the sRGB standard.
If you are comparing an image with a different working space then sRGB (AdobeRGB or ProfotoRGB for instance), you'll see a*huge* mismatch.
The only 'solution' is to not use colormangement in PS (set 'Monitor Color' in PS color prefs). That throws color management out the window. Not a good solution IMHO: No way of telling what your image looks like on any other monitor or in print.... For more or less the same reason: *never, ever* use your monitor profile as working space!
What works better, is to get a basic understanding of color management, and set up everything correctly.
To do that, first check your monitor profile: Go to this page by Norman Koren. Scroll down, there are a few quick tests to see if your monitor is profiled more or less okay...
If your monitor profile is corrupt, something like this might happen. (The solution was found at last: click)
(Another Check here)
A few links on monitor calibration can be found in this post by PhotosGuy.
Calibrating dual monitors can be done, depending on calibrator, video card and OS.
For windows look here
Test images for LCD screens can be found here.
Easiest way to get your monitor calibrated, is by buying a calibrating device. Lots of them availiable. Search for Eye One, Monaco Optix, Colorvision Spider, Pantone Huey, to name a few. Another (cheaper) option would be to use something like Adobe Gamma: Click
Another option:
Borrowlenses.com (Out of San Francisco in the US) now rents out the Spyder calibration system for US$20.00 for a 1 week rental.
http://www.borrowlenses.com …ories/monitor_calibration

If your monitor is (more or less) calibrated, and you're still "seeing problems", it might be time to dive a bit into Color Mangement.
Start off (after calibrating your monitor) by setting Photoshops color settings something like this (click image to enlarge):

The 'RGB Working space' is a case of personal preference. (Also take a look at the "sRGB or AdobeRGB" links at the bottom of this post!)
As long as the color management policies are set like this, most problems will be avoided. (Or at least you'll get notified that there is a potential problem)
If you use DPP, be sure to set the monitor profile. (the program is too stupid to figure it out for itself

(Edit: Latest version (windows) seems to have the option to set it so the 'system profile' is used)
IMAGE LINK: http://www.moonglade.net …OTN/color/DPP%20color.jpg

Again, work color space is personal preference, but it would make most sense to use the same working space as in PS...
When converting a file, make sure to embed the profile. In DPP (or whatever Raw converter of choice might be): tick the checkbox:
IMAGE LINK: http://www.moonglade.net …N/color/DPP%20profile.jpg

If you shoot jpg, the profile will allready be in the file.
Now, if your default working space is not sRGB, you'll get lousy display in a non color managed application (like most web browsers) if you don't convert to sRGB before saving an image for web.
Unfortunately, "Save for web" does not do this all by itself... (Edit: CS3 and CS4 offer the option)
I find it easiest to make a keyboard shortcut for it for single images: (I use an action when I'm doing a lot)
IMAGE LINK: http://www.moonglade.net …0keyboard%20shortcuts.jpg

Alternatively, go Edit > Convert to profile (PSCS2) or Image > Mode > Convert to profile (PSCS). Don't know for sure where it is on other versions, but probabely one of these two...
When converting from, say AdobeRGB to sRGB, the colors should not change (by much). Only colors that are out of sRGB Gamut (like very saturated greens) change a bit, depending on rendering intent used. (see link on the bottom of this page)
Note that there is also an option "Assign Profile". Do not use that. The *only* time you assign a profile, is when the document doesn't have one embedded. And if the document doesn't have an embedded profile, someone (likely you) made an error... (That's why the warning boxes in the PS CM settings are ticked)
Next, make sure WYSIWYG in the 'Save for web' window, or just use "Save as" and keep the EXIF in the image (Which I prefer)
IMAGE LINK: http://www.moonglade.net …S2%20save%20for%20web.jpg

Note this is the setting I use, because I use Safari, which is color managed. If you want to see what a non color managed browser looks like, you need to select 'Uncompensated Color'. This will show you what the jpg will look like in a non color managed app. The colors in the document are not affected however (they are the same as the original when viewed in a color managed app)... Logical annit.
Regardless of the method used for saving an image, IMHO a profile should always be embedded, if only for those of us using Safari for browsing, or for later, correct viewing in a color managed application..
Some general CM links: (hey, at least now I can find them back :lol

The ultimate resource: Bruce Fraser

The most recommended book about Color Management.

Canon article about Color Management


Reviews of equipment

'Favourite CM links

Colour Management.

Color Management

What Norman Koren

Color remedies

Information on Profiles

Wide Open (color) Spaces

Digital Dog

Color Management and Your Display.

Color Management Myths

Color space conversion and rendering intents:
What Rendering Intent to use?

Color space conversion & Rendering intent

A graphic explanation of Rendering intent

Another link about Rendering Intent.

Out of Gamut: Realizing Good Intentions with Rendering Intents

Color Management Myths

Color spaces and working space:
ICC site

sRGB or Adobe RGB

Another link about sRGB vs. Adobe

sRGB or Adobe RGB

What about ProPhoto RGB?

A bit more on ProPhotoRGB, to help understanding some problems.

Why ProPhotoRGB might not be best.

A few more spaces

Info on working spaces,

UPDIG guidlines

Interactive graphic representations of color spaces.

Misc. programs & links
A pdf

A bit more on Color management and web browsers

A few images to test the monitor.

A DAM comparison

What Monitor Calibrator?

Shootsmarter on Monitor Calibration

Another site on Monitor Calibration.

DryCreek Photo on Monitor Calibrating and Profiling

A thread explaining the difference between calibrating and profiling of a monitor. (Yes I've very probabely used the word 'calibrating' a few times where I should have said 'profiling'.)
Printing?
Post at the end of this thread, concerning soft proofing.
Softproofing

Very nice first part of a video tutorial

Softproofing

And another explanation.

How to use ICC Printer Profiles

Using Printer Profiles with Digital Labs

On printing and profiles with Canon printers
Downloadable profiles for higher end Canon printers

Softproofing and Printing with an Epson 3800

CS3, OSX and CM printing

Some test images.

PDF by Adobe

A whole load of PDFs

The color management chain

HP and OSX

HP and Windows

If anyone wants to add: Please do...