I was stupid enough to start investigating color spaces, and it is obviously Pandoras box I have opened... However, here goes:
On my cameras I have defined the color space as "sRGB", as it supposedly is more agile. In Aperture and Photoshop I have selected the Proofing Profiles as "sRGB IEC61966-2.1" to make it match.
I am using a Thunderbolt and an LED Cinema Display on my Mac Pro, and they are both set to "sRGB IEC61966-2.1" as well. The only thing that is not aligned is my Canon photoprinter, as it depends on the program which is printing to it.
Am I doing anything wrong, or right for that matter?