You're probably looking for one of three sites, depending upon what part of the color palette design process is most important to you.

COLOURlovers is the oldest of the palette design and sharing sites I know of. It's got the largest community behind it, and by far the most features, including:

• Areas for colors, palettes and patterns
• A massive community of artists and designers
• Trend tracking

kuler is a palette sharing site strikingly similar to an older version of COLOURlovers (some would instead say "suspiciously"). It has many less features, but I do like the palette creation controls. As an aside, The richness of the UI illustrates some of the current difference in the capabilities of AJAX vs. Flash/Flex.

One interesting feature of kuler is the "pulse" view, which displays a aggregate view of colors used in palettes shared on the site, filterable in various ways.

kuler requires (free) login for full featured use, but basic palette creation can be done without an account.

Tucan is part of the Aviary suite of online image tools. Like kuler, it is Flash based, but it requires a (free) Aviary account. The palette creation screen is very full featured, though not particularly well laid out. One nice feature of Tucan over the others is support for more than five colors in a palette. In most cases, the main thematic colors should not excede five anyway - but, especially for some game types, having support for larger palettes is a plus.

I make a lot of use of http://colorschemedesigner.com/

As I spend the vast majority of my time using Linux, the colour picker I use if I need one is part of my desktop: KColorChooser.

You may be able to roll your own using Qt4 however, in fact it may be one of the examples which comes with Qt, I can't remember.

Here is a dead simple color picker (made by my friend Savvas Dalkitsis): JColorPicker. The site provides a short video presentation.