If you shoot JPG, the camera decides how much to sharpen each image and applies this before saving the image file. If you shoot RAW, you are meant to choose and apply your own sharpening settings in post, much like all of the other RAW settings.

Sharpening in Photoshop gives you more control than the sliders in Adobe Camera Raw or Lightroom. It is also recommended practice to sharpen your file at the very end of your retouching workflow, thus it makes sense to apply sharpening in Photoshop after you have made all of your adjustments.

I have automated my own process for sharpening in PS and I use this sharpening action on every single photo I take. The action is made to be fully customisable with the radius, amount of sharpening and edge detection, but I find I use the exact same settings on every picture and it works great.

Instructions included inside the action. Please email via the contact page if you have any questions about the action.