It's something you learn from seeing what colors don't work together, and what do :o...
I suggest using photoshop cs4/5/6 if you don't already, and make gfx as you usually do, but when you think you're done, use crtl+L and adjust the top slider slightly with both arrows to adjust the contrast. Not to much, but you'll be able to tell which contrast of those colors look best, and eventually you'll just start knowing which shade of whichever colors look the best with what :o
I usually mess with crtl + L and sometimes Crtl+B and rarely crtl+u to get my colors the way I like them.