This is an issue that has driven me nuts when I've received creative from designers who've used Photoshop, Illustrator or InDesign for mailouts. There are wacky colour settings in the Adobe products that I could not find that make it nearly impossible to accurately output them for the web. The exception among Adobe's products is the old Macromedia product Fireworks. (I happen to LOVE Fireworks for web imagery) At any rate, a very fine gentleman named Dave has done a very detailed exploration into the problem and offers very useful tips. The discussion in the comments is equally awesome.
Check out The Mysterious “Save For Web” Color Shift.
Props to my man Justin for finding this treasure.