Colour Management?

If you haven't already, please read your camera's manual. A PDF version can be found here:
http://www.docs.sony.com/release/DSLRA100.pdf

Some amount of post-processing is usually expected for DSLR use. This is normal.

You will have to adjust the in-camera processing to your taste if you want a "fully cooked" picture straight from the camera. Page 49-50 of the manual cover this. Try the different modes and see if you like the results. If you haven't changed it, you are using Standard. See if Vivid or Portrait works better for you.

Switching to RAW can help you process color, but not if you have no intention of post-processing in the first place.

It could just be that you are always shooting in poor lighting conditions. Try using a reflector (white paper, styrofoam, foil, etc.) or lamp to light the dolls appropriately when you shoot.

 

Well, it looks as though you can fine tune any of the presets with the 3 sliders of contrast, saturation and sharpness. I don't know if the non-Standard settings have their own default values, but for now I'll assume the profiles start with all sliders at 0.

For a doll, I would suggest contrast in -2 to 0 range to allow finer and more delicate shading, saturation in the +1 to +2 range for more "pop", with whatever sharpness you prefer - too high and you may get "jaggies", too low and it may simply be too soft to you.

 

Constantly "greyed out" or washed out pics sounds a little like underexposure to me. Might be part of the problem.... Also, how clean is your lens?

 

Please post examples of what you're talking about - that might help us pinpoint a possible issue.

 

All RAW does is store the photograph exactly how it was captured by the camera, without removing any data to compress the file. Some cameras will have some automatic retouching within the camera before it's saved in JPG or TIFF and transferred to the computer.

The shots I've taken with a lot of pop to them (without post-production retouching) invariably have a polarizing filter on the lens, and are often taken outside. But yes - I almost always need to retouch my photographs.