Two good ways:

1) If you're using CS4 and in RGB mode then create a Vibrance adjustment layer and dial up the Vibrance slider until you like the effect.

2) Use Lab color:

• Image > Convert Mode > Lab Color
• Create a Curves layer
• Click on the A channel
• Set an anchor point at 0,0 to avoid color shift
• Set your curves grid to divide the curves display as 1/10 instead of 1/4 sized grid squares
• Move the top and bottom points of the curve 1-2 squares towards the middle (if you have your grid set to 1/10 instead of 1/4)
• Repeat for B channel
• Go to L channel and make an S curve to enhance contrast to your liking