Lightroom :: Color Changing On Export

I am using LR 3.6 and have imported several RAW images.  In some of these images, there is a bright blue background that looks great in LR.  When I export to JPEG using the sRGB color space, however, it turns a sickly purple-blue that looks terrible.  I've tried exporting to JPEG with sRGB, AdobeRGB (1998), and ProPhoto RGB color spaces.  When I use the AdobeRGB (1998) color space the JPEG looks better than the sRGB equivelant, but still not as brilliant as in LR.  When I use the ProPhoto RGB color space, the JPEGs look the same as they do in LR (which is what I want).  If I export them all using ProPhoto RGB color space, will the exported JPEGs look much different on the web than they do on my desktop?  What are the risks of exporting in the ProPhoto RGB as opposed to sRGB?