Tableau has easy instructions on their site for creating custom pallets.
ColorShemer is a great product for quickly making palettes and exporting the colors to a .txt file which can be easily copied into the Tableau preference file. It's quite cheap ($50) and has a 30 day trial period. For inspiration I went to their gallery and to ColourLovers. I also uploaded some pictures to Kuler which then provides a color palette.
ColorPic is another fee tool that allows you to point at any color on your screen and keep the colors in a palette.
Here's the palettes I've made. I don't know if the preference file downloads with it, so I've put a couple of the scripts into text boxes that can be copied.