"Could anybody tell me why we convert our pictures to Adobe RGB
and when you bring them to a commercial lab they are printed as sRGB"
This is a little space for a huge subject. Most commercial labs, even those claiming that their printers are sRGB are not so. Some of the printers have been dumbed down to simulate sRGB but even those don't provide a perfect match. All you have to do is make a custom profile of any of these printers and compare the resulting profile to sRGB to see the difference, which is significant in most cases.
"I want rich colors and many shades.
sRGB can't deliver that because it's ment to be for the web only"
Most of us want rich colors, and sRGB can give you that, just not quite as saturated, but in most cases plenty saturated enough. Do you see rich, saturated colors with good gradation on your monitor? Of course you do, and your monitor can only show you colors that are very close to sRGB. Where do you think the sRGB standard came from. It's an approximation of an average PC monitor set to 6500 and gamma 2.2.
The important thing is to make tests of the entire workflow you are considering. It's more important to have good monitor calibration and accurate output profiles than whether your file is in AdobeRGB or sRGB.
