At the very least you need to be using a UV filter when shooting outside. This will help a little by cutting out dirty light.
-Slap a polarizer on there to deepen your blues (sky) and cut reflections. Careful with skin tones though, I've seen weird stuff happen (sometimes) with a polarizer.
-Get your exposures nailed down. I often like 1/3 - 2/3's under as color tends to saturate more, though every situation is different.
-Shoot in Adobe as opposed to sRGB. Again, every situation is different, but as I understand it Adobe has a larger gamut, giving you more "potential" for vibrancy.
-Shoot within your camera's reciprocity guidelines...or don't! Your chip (or film) is prepared to deliver accurate color within a broad spectrum of exposure times. Shoot within this range and you have a good chance of finding good saturation. The range depends on your manufacturer, but can be determined through experimentation. For discussion let's say its between 1/2500 and 15 secs. Big range. Outside of this however the medium's ability to deliver accurate color falls off. What happens, especially on the longer exposure times, is CRAZY deep saturation and altering of colors. Yes, blues go red, yellows go green, pink elephants and walking hammers. Well, not that crazy, but you can have fun with it. This is called "Reciprocity Failure."
-Change your camera setting to High Saturation. Every digicam I've come across has a setting somewhere in the shooting menu that will allow you to crank up the saturation in camera. Look for it.
-Accept that post is where its at. Truly you will always have to post process your images to maximize their potential. Just the way of things.