Ideally you should set your color scheme in the early stages of the design, but sometimes I get a little over-zealous on the black and white sketches and end up deep into the composition before I start thinking about color.
Typically when that happens I turn on Illustrator and poke around the Live Color Palette to browse for a nice harmony. But sometimes I'm not working in Illustrator and starting it up wastes time and hogs resources. Then I found this awesome online tool:
http://colorschemedesigner.com/
This nice little web app has some great features aside from finding color schemes. You can export HTML, Photoshop or Gimp palettes or text files. And best of all it is slim and takes up little under the hood.
Painting
If you're working on a digital painting this tool is very nice. You can find a color scheme and screenshot the block of colors on the right and paste it right into a layer of your painting and begin sampling. Honestly, it curls my toes.
