They look "dull" only because you compare a luminous color with an ink. When you look at magazines and find the colors very bright, they're still in CMYK-only most of the time. Usually designers who prepared these layouts didn't do anything special besides using the right CMYK values!
To use your terms, yes you are "doomed". But the way you compare the 2 color modes (RGB vs CMYK) is a bit like comparing a TV cartoon with a printed comics. They're simply 2 different things. That's why it looks disappointing but it's a bit less obvious with pictures.
The other issue when you work in RGB is that some colors cannot be reproduced once printed and you also lose the control to fix them manually. When you work in RGB and then convert in CMYK, you often have to make some tweaking on some colors because the automatic conversion (like changing the color mode) sometimes makes the colors even more dull than they should be:
RGB
Same RGB converted to CMYK (automatic conversion)
Same CMYK Colors as above but tweaked to be a bit brighter
"Solutions"
1) You can manipulate your colors as I did above to make them as bright as possible within the CMYK limits. You'll never get the same colors as your RGB. That's the most common option designers choose since it's the one that doesn't affect the budget for printing.
2) If you have a big (very big) printing budget, you can print in CMYK + Spot Pantones colors that are more fluo/neon, or other 6 inks process.
You could always get colors that are as "fluo" a the RGB in printing but for this, you'll need to 1) Pay for that technology and the extra work it requires and 2) learn how to apply them in your pictures/artwork. This is rarely used for standard printing. You also need to find a printer who has the presses and technology for this.
3) Print in digital
Sometimes the colors are a bit brighter on digital printing but there's other huge disadvantages from using this method (eg. lack of precision, cost on big quantities, weird finish, limit in choice of medium, etc.)
Edit: Some quick easy tricks
An easy way to add some brightness to your images is to use the "vibrance" in Photoshop and play with the saturation and vibrance.
You can also use the "levels" and "curves" to remove some black that dulls your colors, and boost the CMY instead.
And you use the good old "brightness and contrast."
All these options can be found in the menu "images" and then "adjustment."
Be VERY careful with these though, if you oversaturate your images and colors, it won't look good either once printed and you might lose some details on your pictures. As a general rule, you shouldn't "manipulate" your images more than 20% of their original values. That's not a rule, it's just a tip to "play it safe."
Related question and more info on mixing colors in CMYK for brighter results:
How do I edit my CMYK greens to output as brightly as possible?
