I often notice people complaining that Facebook is changing the colour of their images. I can assure you this is not true - in fact, Facebook handles colour better than quite a few other sites.
If your Facebook photos don't look the same as when you edited them, something must be wrong somewhere.
So I've designed a page to help you find the problem.
Troubleshooter: When your Facebook photos don't match Photoshop
It's as comprehensive as I can possibly make it. If it doesn't resolve your issue, you must have a VERY obscure issue :)