Could this be a fault with the camera or even a Firmware issue, after googling it, it seems I am not alone when it comes to this problem with the 500D/T1i.
I think the numbers indicate it is more of an entry level DSLR and beginners tend to have this problem. LEARN to use your histogram, this is the most valuable tool that digital has. I would start shooting raw AND J-Pegs, memory is cheap and you get to play with raw a while and still have the Jpegs. Until you get out of the "creative zones" all you have done is upgraded to a more expensive point n shoot. The defaults on your point and shoot are different than the defaults on the DSLR, if you want to stay with the Jpegs then change the settings in your DSLR until you get the picture style you want, don't expect the defaults on the DSLR to be the same as the point and shoot. You just have to learn to use a new tool, it is NOT just the camera that makes the image, it is also the photographer. Too many people move up thinking that is all it take to make better pictures, NOT.