Turn Off Your Flash
You examine the results.
I'll tell you what happened: your flash spoiled the shot.
What you saw was interesting. What the camera saw was ordinary. The difference was the light. You saw beautiful, interesting, colorful ambient light coming from an interesting direction.
Your camera saw 5500-degrees-kelvin daylight-colored strobe light beamed straight from your eyeball to the subject.
Now stop for a moment and consider a question: if you looked at the scene and liked the light you saw, why did you change it?
So stop changing it.
Look at the picture above. It's a picture of my friend Andre. I took it last week in a shot bar called Chupito's in Barcelona (if you're in Barcelona, go there. You'll like it). Chupito's is very dark. The blue color on Andre's (white) shirt is fluorescence induced by a UV tube illuminating the drink menu on one wall. The red color on Andre's face comes from a very dim incandescent bulb about a foot away from the two of us.
If I'd used flash, It would have lit Andre evenly (so I would have lost the contrast between the shadow on the right side of his face and the brightness of his shirt on the same side) and the flash would have overwhelmed the the red and blue colors of the dim lights. The result would have been a much less interesting picture - a picture which would have looked a little like the one I took of Andre earlier this year in a boring hotel corridor at a different event: This isn't a bad picture, but it's not nearly as interesting as the one from Chupito's. One reason the Chupito's picture is more interesting is that the color of the light is more interesting. If you use flash, your pictures will all be taken in daylight-colored light. But the color of the light isn't the only important thing about the Chupito's picture. The shadows are important too. If you use flash, your pictures will all be lit from your position - that is, they'll all be front-lit, and they won't have very interesting shadows.
Here's another picture; it's a picture of my colleague Mike, and it's front-lit: Again, it's not a bad picture, but it's got no interesting shadows. I have another picture of Mike (taken in a different bar in Barcelona) which is much better, because it's lit more interestingly. Here it is: If I'd taken this picture with a flash, there would be no shadow on the left side of Mike's face (on the right in the picture), and the picture would be much weaker.
The moral of this little story is: if you see light you like, turn off your flash. If you turn off your flash, you might need a fast lens on your DSLR, or a tripod for your point-and-shoot, but your pictures will be much better.
(Full disclosure: if you really learn how to use flash, you can get great results. Joe McNally has really learned how to use flash. He uses lots of flashes, most of them off-camera, triggered by wireless remotes, and some of them filtered to provide interesting colors of light. If you want to really learn how to use flash, instead of just turning it off, a great place to start is strobist. And if you ever get a chance to take one of Joe McNally's workshops, do it. He's a great photographer, a great teacher, and a great storyteller.)