You know - almost all my clothes are in cool colours or black and white. I'm a redhead with cool skin, orange and yellow make me look dead.
Me being me, sometimes I'll just randomly grab eye shadows and see what I can make them do together (probably not the recommended approach unless you're Mikie, or Ghost, or some other crazy person

).
One thing I do try to do is to avoid the matchy matchy stuff - like if I'm wearing a green shirt I WON'T wear green eye shadow. I don't think they have green blush, so that's safe, but scarily, I have seen green lippies
So for eyes most anything goes so long as it's one of mine - I can't wear bronzes, salmon colours, or every tone of even good colours for me.
Blush and lippie I try to co-ordinate, but even then I've found that Petal and XOXO work really well together and a few other things you wouldn't really think of - so experiment with the lippie, as Karen said, it's a lot easier to change than your blush. And sometimes I do a bold eye look with a red lip. It's actually come out okay. But we know I'm not quite sane. Still that's a valid way to balance - it might not be in fashion these days, but it does work, at least for some.
Or you can do bold eye/light lip or the other way around, if you play up your lips then a neutral eye shadow.
Most of all don't worry and have some fun with it! If you have to go someplace where neutrals are the only acceptable thing, then pick up the Stonewash Nudes palette, or a few of the neutrals on the site and wear those those days. Other than that, have fun playing with colours. At least I do (never grew up, you see).
But make up is there to enjoy, more than to stress over. Really.
PS: Karen is right about the shimmer blushes. They don't give the play with globs of sparkly stuff look at ALL. Many of them are subtle enough you'd barely notice, and the shimmer particles are very finely milled in all of them.