Setting the right white balance in the camera might sometime be tricky and difficult and it's not always possible to use a grey card for that. Also, in-camera auto white balance might not always give good results, so I find myself sometimes correcting the white balance when post-processing images in Lightroom. However, that's always sometimes difficult for me when I have to judge myself what is the right white balance for an image.
What I discovered already some time ago is that Lightroom 4 also has auto white balance. Every time I use, I'm still amazed how good it is and how well it sets up white balance itself. You can find the auto white balance in Lightroom 4 in the Development module under the Basic panel on the right-hand side. I found the Lightroom's auto white balance to be quite reliable and correct in about 95% of cases but be aware that sometimes you need to make adjustments and changes.