Me too... I love the colors, so bright and radiant! The good old days... From the moment they are separated, I think that the photo, the colors are duller, darkened 
So, Ennis wears socks but no underpant... 
In the SS, he wears nothing at all 
You are right, BBMsheep. Here is a very technical explanation of how this contrast was achieved:
Choosing film stocks was even more complex than choosing lenses, because the filmmakers wanted to establish a subtle visual distinction between the early scenes of Jack and Ennis on Brokeback Mountain and most of what follows. Lee explains, "I didn't want to divide it in terms of `The days on the mountain are great, and off the mountain sucks.' But I knew the mountains should be romantically photographed. That's why the film is called Brokeback Mountain -- everybody has a Brokeback Mountain, a yearning for romance or the illusion of romance. When Jack and Ennis are off the mountain, they want to go back but are never really able to. The landscape gets drier and drier as we go along and gradually becomes a backdrop." In the towns, the framing often includes the sky; in addition to the story's intimate scale, this emphasis on the mountains' vertical scope is why the filmmakers decided to shoot in standard 1.85:1. "We wanted to visually separate the men's everyday lives in Wyoming, where Ennis lives, and Texas, where Jack lives, from their experiences on Brokeback Mountain," says Prieto. "For day-exterior mountain scenes, I used [Eastman EXR 50D] 5245 because I wanted those images to feel a little crisper and cleaner -- I wanted the air to be more transparent." Daylight scenes down in the towns were filmed on Kodak Vision 250D 5246 to achieve "a touch more grain and a touch more contrast," he continues. "Judy Becker's production design featured muted colors, and we wanted [the town] to feel a little grayer, a little harsher than thte mountain scenes."