Actually, work in RGB first, and convert to CMYK when you are making it print ready (as in for publication - not inkjet where you'd LEAVE it RGB - and this is usually the LAST step in the process). If you START in CMYK, then you limit your color pallette from the beginning, and when you THEN convert to RGB you shouldn't see any difference because RGB can reproduce EVERY color within CMYK.

When picking colors, there will be a little teeny exclaimation point in a yellow triangle when you are picking a color that will be out of the CMYK color gamut - this is something that cannot be reproduced in traditional CMYK printing.

So... HOW do they get vibrant colors in some CMYK print jobs...? There are tricks the printer can do - one guy I heard about desaturates the image by something like 20%, then overprints it by something astronomical like 300% - this makes it VERY rich in a nice way, but if he didn't desaturate in the first place it would be almost neon unrealistic colors.

This is something you would need to call and discuss with the printing house that will be handling the publication.

But yes, more often than not, when you convert from RGB to CMYK your colors suddenly go "blah!" and dull. I find that selecting and duplicating specific colors or sections of the image, then going into the Channels Tab and adjusting individual colors (remember to turn the eyeball of CMYK back ON or all you'll see is a grainy B&W image you're working on which is JUST the Channel you've selected) I can get back MOST of what I lost in the conversion.

But just live with the fact that your most vibrant greens, blues, and reds will be lost - not gonna get 'em back because traditional CMYK CAN'T reproduce them.

Hope this helps-

-Lew ;-)