Generally the color schemes for my designs always just happen naturally. This really makes me think how DO I actually pick a color scheme? I don't even really know...
I do something similar to Jen, and grab colors from images to ensure the same color is being repeated throughout my design and is cohesive.
When choosing colors, I also like to think about the tone, mood, setting, time period, etc. to make sure that what I am creating also goes with the audience because that is very important.
I have always used COLOUR LOVERS when choosing different compatibility of colors. It is a website where you can create your own palette or see palettes that others have created. It has been helpful in the past when I come to a road block with my color decisions.
Most of the time, because we are designers, colors tend to come together naturally to us, it is the blessing we get for being habitually right-brained and creatively awesome.