My army has a consistent look and feel: Enchanted blue wherever possible... hardened plates (i.e. armor) are typically bone... Golden Yellow for accents... Liche Purple for gems... and the occasional touch of Scorpion Green. This doesn't take into account the various Aspect colors, but I blend them with my usual scheme anyhow.
For special characters and so-on, I'm going a different route. I'm painting them as appropriate to their Craftworld or fluff rather than to match my army. Eldrad Ulthran will be done in Ulthwe Colors... Yriel in Iyanden... the Avatar will be in flames (and I'm considering a few touches of gold, though his tabard will be Enchanted Blue, as he is the Avatar of Baast)... Phoenix Lords will be painted according to their Aspect and background.
I want the special characters to stand out as "Guests" in the army, not to blend in with it. When you survey the entire force, you can pick out the unique additions easily.
Just felt like explaining that.