One way is to be knowledgeable in the color wheel & all that artsy stuff. I for one am not, so I cheat.
http://color.pubarso.com/
And now you can too.
Just choose a primary color, and it gives you a 6-color palette to use.
[edit]Yes, I borrowed this from a site. I didn't want it to not be there one day, so I took it with me.[/edit]
[edit]This one works with Firefox:
http://www.hlrnet.com/colormatch/index.php[/edit]