I probably didn't word my earlier comment well, but what I was trying to say is you nearly always want to use the sRGB color space in the camera settings. This makes your JPGs come out correctly without limiting what you can do with your RAW files - and might even improve the default appearance of the RAW files in you image editor.
If it turns out that WB with the lighting is really your problem (and it may well be) the best answer is the Expo Disc:
ExpoImaging - ExpoDisc 2.0 White Balance Filter For Pentax, 77mm is the correct size - unless you already have a third-party lens which uses 82mm filters (e.g. select Sigmas). But even third-party lens shooters seldom need the 82mm, so usually stick with 77mm unless you're sure you need the larger one.
Of course, this requires an extra step before you take the photos. But not only does it have good accuracy in weird/mixed lighting (which is everywhere these days, with all the various 'energy saving' bulbs we have), but it's the
easiest way to handle it. The downside is you have to re-do it every time you change location/lighting. But if you shoot JPG-only at events (which is often a good idea, especially if you're taking many photos) it can be a huge asset.