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Snead, as Eyeball said, 4:2:2 refers to Chroma Subsampling, not colorspace. Sony has given you some horrible misinformation. There is no such thing as 4:4:2 subsampling.
If your Sony TV can really only playback 4:2:2 subsampled jpegs, then the solution is not very difficult.
1. Canon, Sony, Nikon, etc. DSLRs (and almost every camera made) produce 4:2:2 jpegs straight out of the camera.
2. Canon's DPP always produces 4:2:2 jpegs
3. FastStone Image viewer, lets you choose the level during save. Medium in FastStone is 4:2:2
4. Photoshop does not save 4:2:2 jpegs, It uses these different chroma subsampling levels depending on the JPEG Quality settings:
Photoshop Save As Quality 0-6 2x2 Chroma Subsampling (4:2:0)
Photoshop Save As Quality 7-12 1x1 No Chroma Subsampling (4:4:4)
Photoshop Save For Web Quality 0-50 2x2 Chroma Subsampling (4:2:0)
Photoshop Save For Web Quality 51-100 1x1 No Chroma Subsampling (4:4:4)
Levels of YCbCr subsampling:
4:4:4 - The resolution of chrominance information (Cb & Cr) is saved at the same rate as the luminance (Y) information. Also known as 1x1, or no chroma subsampling. (Photoshop Save as JPEG Quality 7-12)
4:2:2 - Half of the horizontal resolution in the chrominance is dropped (Cb & Cr), while the full resolution is retained in the vertical direction, with respect to the luminance. This is also known as 2x1 chroma subsampling, common in digital cameras. (Canon, Sony, Nikon, etc. DSLRs)
4:1:1 - One quarter of the chrominance information is preserved in the horizontal direction with respect to the luminance information. (NTSC DV video)
4:2:0 - The chrominance resolution in both the horizontal and vertical directions is cut in half with respect to the luminance information. This form is also known as 2x2 chroma subsampling. (Blu-ray, HDV and DVD video)