[Tudor "Ted" Jelescu] "Are you using the same color space? Do you use color management?"
It's kind of a trick question -- AE is color-managed, but Premiere Pro is not. You can therefore expect different on-screen results.
You can trust a calibrated external broadcast monitor with either app, or a good display that's well-profiled with AE and color management.
Doug, if you're interested in color management, I recommend
Adobe's color management white paper [link] as a good starting point in addition to the application-specific link Ted shared. This paper was written for CS4, but still applies to CS5.5.
Walter Soyka
Principal & Designer at
Keen Live
Motion Graphics, Widescreen Events, Presentation Design, and Consulting
RenderBreak Blog - What I'm thinking when my workstation's thinking
Creative Cow Forum Host: Live & Stage Events