We investigate hadrons and direct photon production in pp and pA collisions at the energies of RHIC and LHC within the color-dipole approach employing various saturation models. We show that greatest sensitivity to saturation effects is reached at very forward rapidities for pp collisions at LHC (root s = 14 TeV). The ratio of direct-photon to pion gamma/pi(0) production can be about 20 divided by 10 (at eta = 7 divided by 8). Therefore, direct photon production at forward rapidities should provide a rather clean probe. We calculate the rapidity dependence of the invariant cross section and find some peculiar enhancement at forward rapidities which is more pronounced for direct photon production. We show that this peak is further enhanced by saturation effects. We provide predictions for the nuclear modification factor R-pA for pions and direct photon production in pA collisions at LHC energy at midrapidity. We show within various saturation models that the pion Cronin enhancement at RHIC is replaced by a moderate suppression at LHC energy at midrapidity due to gluon shadowing effects. Cronin enhancement of direct photons can survive at LHC energy within models with a larger saturation scale.