Ok this is way outside the scope of what your asking but I don't think most people can just start fresh and magically create a good palette for any occasion.
Either your lucky to be educated, talented, or like me you just try, fail, read, learn, try again...rinse and repeat.
I used to feel that way but just practicing and learning basic rules has helped alot on the never ending journey.
There are some very basic rules: Contrast, saturation, colour warmth and detail (as opposed to flatter blocks of colour) attract attention.Knowing this, you should not fill your screen with noisy textures and full saturation.
Things further away get less saturation because of the atmosphere.
Colours, and combinations of colours can be used in so many ways to convey all sorts of moods and themes.
The overall colour theory in the stuff you refer to in that link is rudimentary really.
Its good to hear you find it appealing and it is supposed to be colourful and attractive but its far from unique or outstanding.
I'd advise to jump in and start something, then maybe do some reading about colour theory until you get bored, then go back and keep developing what you started.
I think its really important you ensure you start with a solid idea for your piece and work the colours when the time is right rather doing it backwards.
What do you want to make? A mockup or an art piece?
If its an art piece you really need to pick a workable size, nothing TOO large, limit your subject matter, think about mood of whats going on, think about perspective, do one or more rough draft by blocking things in (do NOT get caught up in detail and worrying about colours), consider how the elements in your composition balance and where the primary and secondary focal points are.
If your making a mockup, what perspective? whats the theme? what kind of environment? what kind of characters? pick a game-size resolution and start blocking in the elements of the scene. don't get caught up in individual tiles and sprites too early on. i've become a bit of a save whore, i save the file in increments as im working and keep a few previous versions just for comparison. later i usually delete the bulk of these files but maybe keep a few of the major steps for reference. especially if ur not confident what ur doing, at least u know if u really screw something up u can just revert.
During either of these processes, I'd advise against just building a palette and trying to work from it the whole time.
You should really consider your light source/s early on. Consider scenes where there different kinds of light source with different colours (e.g. hotel room with lamp, but there's neon sign out the window followed by moonlight).
Just pick some general colours you want and start drawing with the bare minimum number you need.
Once you've drawn some stuff you can start tweaking colours to suit your use.
I have a habit (good or bad?) of working in fairly low contrast and saturation then tweaking and tweaking colours as I progress for more contrast, play around with saturation and warm/cool etc.
Sometimes I just shortcut by using the software's colour adjustments like contrast slider (generally with a bit of manual tweaking to follow).
Here's an example where I decided to chuck in a dramatic increase in contrast and saturation at the end (draft sketching, not finished):
Don't start drawing things with heaps of colours, just block in the very basic shades (really, just follow this great advice -
http://wayofthepixel.net/index.php?topic=15738.msg144324#msg144324).
Don't get too attached to particular colours, just keep tweaking.
So get cracking NOW and show us your rough drafts so you can start learning!