In at least Photoshop, Illustrator and InDesign CS5 (maybe other programs/versions too), if you go to Window > Extensions > Kuler, you get a palette with preset color palettes that compliment each other, as well as a tool to help you make new ones. Then you can save it to the Kuler list, or to your Swatches palette.
what the fuck
http://jmichek.deviantart.com/ showed me this awesome and now it is yours!
I love kuler a lot I am constantly foraging around it for color palettes.