if you use Nikon Capture NX or the software provided by Canon to convert the RAW files then you will not have these problems, your RAW will look exactly the same as your jpeg, since their softwares are doing the same as the camera does.
However if you use a third party software such as Aperture, CS3 or Lightroom then you will find that the software renders the RAW different from the jpeg. The reason for this is that the programmers do not have access to Nikon/Canon raw conversion methods.
LR2 with the beta version of has some profiles that come much closer to Nikon/Canon conversion....
The custom camera profiles that are still in Beta phase are a big improvement over the native ACR 4.6 profile. If you're using canon cameras, the native ACR 4.6 profile will tend give you reds that is off, and blues that is over saturated.
However, nothing beats calibrating your camera to a color patch chart like the Gretagmacbeth if you want the colors rendition to be as accurate as possible. Right now, I just have to make sure I WB properly b4 I shoot (expodisc or even the color chart in the light that I shoot), I basically don't need to do much after that with colors, maybe just tweak the hues for skin tones slightly.
Yes, color chart is going to cost, but now that Adobe has developed the DNG profile software, which effectively cut the tedious process of manually adjusting the saturation/ hue slides (or script that takes about 30-40 minutes to run in Photoshop), profiling your camera is worth it.
As suggested already, create a custom preset for your general "look" - contrast, brightness, black point, clarity, vibrance, saturation (if you profile the camera properly, you should get funky greenish/orangy cast when you push saturation). And all I have to do is select all files in LR2 and apply the preset.