Kuler, by Adobe
You may recognize Adobe as the software company behind creative programs such as Photoshop, Dreamweaver, Illustrator, and InDesign. But those aren't the only things Adobe has developed to help creative professionals (you're a creative professional - just like photographers, graphic designers, fashion designers, and interior designers the world over).
Kuler is a free web-based program from Adobe that allows you to create color palettes using up to 5 colors. You can choose to relate the colors based on Analogous, Complementary, Triadic, Monochromatic, and other color relationships, or freestyle. Simply use the color wheel to select a color; advanced users can specify certain RGB, CMYK, Hexadecimal, or other color values to perfectly match logos or images.
You can save these color palettes if you create an account (it's free), and if you're an advanced user, you can export the swatch and import it into a program like Illustrator, so you don't have to write the color codes down. This has helped me match just what beads would go with my copper jewelry, and I can even guess how the colors will look as the copper patinas!