Well first off, the HDTVs you see in the store usually have maximum brightness and contrast turned up to over saturate the images to make them "pop" on the demo displays. You wouldn't want your home HDTV set like those because your lighting is different and you want more natural tones to colors than the over-saturated ones in the stores. You could try going to the "HDTV picture settings" forum to the left and search for your TV model or a similar model to see what CNET recommends for pictures settings. Also, maybe go into your HDTV and Blu-ray player picture settings to see if anything seems wrong.
As for the audio, you don't get the TrueHD and DTS-MA audio tracks when using the digital audio cable to your receiver, you would need to use HDMI or multichannel analog to your receiver for that. But I assume your receiver does not have HDMI inputs or the multichannel analog inputs. You could try boosting the dB levels in your receiver's setup menu to each speaker so it is louder...but I have definitely noticed that with Blu-rays I have to turn my receiver up more than usual to hear the dialog at a reasonable level. They do this because they want to give you the sound of a movie theater. That means, turning your volume up to hear the dialog but they they hit you with loud special effects to give you that movie theater experience.
I have a Sony Blu Ray player and a Toshiba LCD TV. Blu ray conected to TV with HDMI cable. Blu Ray connected to AV receiver with digital optical cable. My picture is comparable to HD but nothing spectacular like I see at the store. My audio has to be turned up to near maiximum volume to be heard. What am I doing wrong?