Things to do during shoot to prevent loss of quality during extreme colour grading in post?
The biggest factor in planning for aggressive grading is your wardrobe and set design.

Eric Escobar gave an excellent speech about this in 2009 at the SF Supermeet, which the MacVideo guys made available online: "Plug-ins Won't Save You".

I know this isn't the technical solution you were looking for, but the nature of contrast and saturation is that they're more dependent on context than on absolute color values.


http://www.colorcube.com/illusions/chrmadptb.htm
http://www.colorcube.com/illusions/chrmadpt.htm


As you figured, underexposure will quickly destroy your ability to push your colors around.  Digital cameras love to underexpose the blue channel, so it really helps to have on-set monitoring like with OnLocation, or with a monitor with scopes, to help nail your exposure.

It appears that x.v.YCC (x.v. Color) information will only play through the camera's outputs, and it'll be down-sampled back to where you started if recording to HDV.  This is because the HDV standard is an 8-bit color depth, which can't represent the 16 bits of x.v.YCC.  If you did capture the x.v.YCC stream, you won't get higher contrast and saturation though, since contrast and saturation are more about the distribution of your colors, rather than their detail and accuracy.  It might occaisonaly make your colors a little less brittle, but I doubt you'd ever notice. 

I'd shy away from color features in-camera, especially when going out to HDV.  Shoot as flat a profile as you can (grey and washed-out), and you'll have the most latitude in post.