Calibrating your monitor will help a lot, with an emphasis on correcting the over-brightness that is common on most LCD monitors out of the box.
In lightroom, contrast is something you want to play with. There are several tools that address contrast -- the Contrast slider is, of course one of them, but there is also the Blacks slider, the Clarity slider and the Tone Curve adjustments that all have an effect. Sometimes the Vibrancy slider (selective saturation) can help as well. I rarely use the overall Saturation slider but I do play with Vibrancy and the channel sliders in the HSL panel.
When you shoot a jpeg, the camera applies global Contrast, Saturation, Sharpness, White Balance and Hue, according to your settings/Picture Style. As a result, a jpeg can look "better" out of the camera than a Raw shot displayed with Lightroom defaults. If you understand that and address those things in Lightroom, you can improve the Raw image beyond the in-camera jpeg.
People have been getting mileage from using the Camera Calibration presets as well, to get an overall "starting point" for a particular camera, but the specifics of contrast, etc. are things for you to get a handle on. Once you get familiar with those tools, the process can go quickly -- you can apply settings on one image to a batch of images, you can create your own presets to quickly apply or as your default settings to apply when importing, etc.
And remember, processing your photos is a creative process, not the "cookie cutter" process that you expect from an out-of-camera jpeg, so what looks great today could look even better with a little more work, or could go in a whole new direction -- that's the kind of thing LR excels at.
