Well, last evening I checked in a small change to the colors kcm, that will allow you to save color schemes. Small change in that it wasn't much code, big change though in that we are probably going to want some default system color schemes by release time. I committed one scheme so far, BeOS, not because I like it, it was just easy. Actually making color schemes isn't too hard at all, I just don't trust myself to make decent ones, and with good reason.
When I mentioned to coworkers that I'm working on the colors dialog for kde 4, some laughed, others thought I was joking or thought they should report me to those in charge. I've become notorious at work for having bad color schemes. I usually choose a scheme that's very dark with light text (green on black anyone?). This usually has issues on any platform, but so far the new stuff in KColorScheme seems to be a viable solution for the issues I've hit in kde3, windows, etc...
Anyway, on to the fun stuff. If you want to make a color scheme, just fire up the latest 'kcmshell colors'. You can choose most colors from the initial table (Common Colors), but you can fine tune colors in their respective tables also by choosing View, Window, Button, or Selection from the combobox. Once you have a scheme you like (or that is in line with your style, Oxygen palette, etc.) just hit save and a color scheme file will be generated in your .kde4/share/apps/color-schemes/ folder.
I've also set up CMakeLists.txt to copy anything that is placed in the kdebase/workspace/kcontrol/colors/schemes/ folder into share/apps/color-schemes as a system scheme, so simply move your schemes there when/if you want to make it ship with kde4.
P.S. if BeOS isn't a scheme we want to ship with kde4 release, feel free to take it out, I just put it there as an example, and so the list isn't completely empty for now until we get some more.
P.P.S. also note that the effects page is not functional yet, and changes there are not saved/loaded in schemes yet. Also Tooltip colors are not actually used by kde apps yet, but feel free to change the colors, as they will work when they are fixed ;-)