What camera are you using?
Some place in the camera setup you
may have the option to select a color space, Adobe RGB 1998 or sRGB.
If you don't have that option your camera is probably using sRGB.
You
may also have the option to tweak the color, sharpening, and saturation in the camera.
If you don't know where any of these settings are then you may not have them and if you do, you didn't change them.
I'm going to assume your camera is using sRGB and you haven't boosted your in-camera setting.
Open Photoshop and go to
Image|Color Settings and select
North America General Purpose, a little lower down you'll see 3 boxes. check all 3.
Now your camera and Photoshop are using the same color profile and PS will warn you if there's a mismatch or if there is no profile being used.
Open an image now and if you get some kind of warning box tell me what it says.
.......... I've tried to set it to both on photoshop (let adobe pick or let apple pick - those were my two options)
Where in Photoshop are you seeing those options?