I use CS3 with ProPhotoRGB as my working color space. My camera captures in Adobe RGB color space.
Uh, are you shooting JPEG? If you are shooting raw, you aren't shooting in Adobe RGB you know. Raw is raw...in that case the color space is determined when you process from Camera Raw into Photoshop...
If you are running an LCD, the odds are pretty good that your display luminance is too bright. If you have a hardware calibration puck and software, that's something you can generally control in the making of the profile. You want to be running the display at about 140 cd/m². If you don't have that option to adjust, generally a new LCD will need to be at about 50% brightness. But that's very imprecise...