Hi Bubi81, welcome to the Cameralabs forums!
Many people have found the 400D / XTi appears to underexpose a little, and you can see an interesting example of how it and the Nikon D80 evaluated the same outdoor scene in our D80 review:
As you can see, the Canon appears to underexpose, although I'd argue the D80 has slightly overexposed.
The perfect result is of course subjective, and as Phil says, if you prefer slightly lighter results, just keep your exposure compensation set to +1/3 or +2/3.
I would however warn you not to judge the result on the screen as the absolute truth - and this applies to ALL digital cameras. The screen brightness may be too bright or dark, or sunlight on the screen may be giving the wrong impression.
When critically judging exposures, always use the histogram facility - you can get this by pressing the Info button during playback on the Canon. This will reveal whether the exposure really is under or over, or in fact technically just right!