The “brightness” adjustment provided by the developers will leave your game with washed out shadows and colors in many cases. This is actually not a brightness setting, it‘s a gamma setting, and should be set far lower than the developer recommendation for most users in most viewing environments. Many players have opted to use something like SweetFX to fix this problem, but the best first fix is to simply adjust your gamma lower. If that does not fix enough of the washed out or bleached look, then use SweetFX.
Here is a handy guide on the optimum setting. If you find this leaves dark areas a bit too dark to see things that you need to see—like when in a dank, dark dungeon—nudge it up only barely until you can make out shapes. If you like it more creepy like me, leave it dark.