After many many efforts to to figure out how to get Photoshop to render colours properly when using “Save for Web & Devices” I believe I have the definitive answer (but please try it out and feel free to comment if does or doesn’t work for you or you have a better solution).  I read blog after blog and scoured froums and tried every setting in Photoshop that everyone recommended with no success.  Then after discovering iunformation about gamma settings and OS X and various color management tools I found the ColorSync Utility which solved my issues.  Open up this application and select the Devices tab.  Then go into Displays and set all available to use /System/Library/ColorSync/Profiles/sRGB Profile.icc as their Profile (click on the down arrow next to Current Profile to find it.) and your screen will change to match the new profile.  You might find it a little odd at first since you’ve been using a different one for a while, but now when you save an image for web in Photoshop it will look exactly like your PSD.

colorsyncutility