NOTE TO CS5 USERS: I've gotten reports that in CS5 (and maybe CS4 but I haven't heard anything yet) that the minimum width of the Swatches panel in the default workspace is 17 instead of 16. The Swatches panel must be 16 swatches wide, otherwise the circular swatch pattern becomes slanted.
The culprit is the Layers panel which can't be as small as the Swatches panel, so if the Swatches panel and the Layers panel are put on the same column the Swatches panel will be wider to fit. The fix is to undock the swatches panel, at which point you can dock other panels below it that aren't wide.
Three months ago I released a set of RGB and CMYK color wheels. After some user feedback I fixed the CMYK wheel so it has richer colors and pure CMYK data for the Adobe formats that supported it. The files are updated there so go ahead and get them.
In addition, also at the request of a user, I made a color wheel with shades instead of tints. The special thing about this palette is that it uses Don Jusko's Real Color Wheel theory of pigment overloading. If you've used yellow food coloring or watercolor before you'll know the color shifts to orange with the more yellow pigment you use. I included that effect of pigment overloading in these swatches. The nice thing about this is that dark yellow will not be that ugly olive color, and dark cyan will have some blue as it goes darker.
Here's the links to the files. For the CMYK palette only the ACO and ASE palettes have pure CMYK color information, the rest are CMYK safe RGB colors.
ACO Files (Adobe Photoshop Swatches)
RGB Color Wheel: ACO
CMYK Color Wheel: ACO
ASE Files (Adobe Swatch Exchange)
RGB Color Wheel: ASE
CMYK Color Wheel: ASE
RGB Color Wheel: ACT
CMYK Safe RGB Color Wheel: ACT
PAL Files (Jasc Swatches)
RGB Color Wheel: PAL
CMYK Safe RGB Color Wheel: PAL
TXT Files (Corel Painter Swatches)
RGB Color Wheel: TXT
CMYK Safe RGB Color Wheel: TXT