I'm running into a color consistency issue on Macs using Apple displays. This includes older Mac Pros and DVI-connected 27" Apple displays, as well as new retina iMacs. Using the Apple settings, the Premiere Pro viewer image is more contrasty and saturated than any exported file as viewed in any player app.
By comparison, my home Mac Pro connected to a Dell display is reasonably close between my viewer and the exported file's appearance. Of course, the Dell has better set-up options, including controls on the display itself.
FWIW - on the same machines, I don't see these sort of differences with FCPX and the exported file.