if you embed the color profile when you save it, the jpg will still look the same as it does in photoshop.
but, if the image is going online... since most browsers aren't color managed (safari's the only one that does it automatically i think) if you're saving for web it's best just to adjust the color how you want it in photoshop so that it looks correct in all browsers & just save it without a color profile.
what you can do, is when you're working on the files in photoshop, just go to view- proof setup- monitor rgb, and it will show you what your image will look like once you save it without an icc profile.. (or what it will end up looking like in a non color managed browser).
also, you should just calibrate your monitor to 2.2 gamma because that's the most common, and you want to see how the image is gonna look on the majority of monitors... not just yours. everybody's monitors are calibrated differently so there's no way to make the same image look perfect for everybody... but it makes the most sense to tweak the image to look good for the majority.
oh, also.. technically if your monitor is calibrated correctly you shouldn't even see a difference in color if you're working in srgb color space..