If you want a more advanced palette maker, try: http://www.colourlovers.com/copaso/ColorPaletteSoftware

For some reason these palettes all make me think of really nice looking retro-style indie games.

My coworkers used to use COLOURlovers but now swear by kuler http://kuler.adobe.com/

the trick is to use a combination of colourlovers and kuler. CL has better search and better pallettes but its much simpler to tweak them in kuler.