(1) RGB camera Calibration
If you already are familiar with usual camera calibration techniques, then the Kinect RGB camera is no different.
(2) RGB-Depth Cross Calibration
There is no hardware registration performed on the images. In other words, the pixels in both the buffers do not correspond to each other one-to-one at hardware level by default. So unless you explicitly come up with an affine matrix that does the correspondence for you Kinect (it differs from one Kinect to another), the depths and colors are going to look inconsistent.
Nicholus Burrus's 'RGB-Demo' helps you calibrate your Kinect. More information here. It can be downloaded and compiled easily.
* Basics of calibration here.