I think we should address a larger lesson here. Using plastic geometric shapes has some analogous relevance to a kids world, but there is another angle.

What if there were different materials that kids find in their natural world? It would help with classification of things, it would impress the idea that everything exists together in the natural world, it could be used by blind and colorblind kids and disabled adults, or the elderly.

Stone (smooth), stone (rough), porous metal, ceramic, wood, aluminum, rubber, frosted tempered glass, fabric (like a small pillow)

Agree with Josée Ruelland. Primary and secondary colors.

Take a queue from Apple and use the colors from the iPod nano line. See here: http://store.apple.com/us/browse/home/shop_ipod/family/ipod_nano?mco=MTE2NTc

How do you vote for a question?

Primary colors. The rainbow.

If you're going with 4x4, 6x6, and 9x9 as suggested in another question, you could just include nine colours, and use different subsets with different puzzles, just to keep things interesting. Maybe have option of a neon or a muted colour set?

good comment about color blind kids, Dana. Indeed, going with primary colors is the right thing to do, with the addition of secondary colors to fill in for the rest of the pieces needed.

Multi colored rainbows with pinks for girls and two-tone (like sports team colors) for boys

I suggest neon versions of the primary colors plus black and white. Would also vary the shape to reinforce shapes and help those that are color blind - tops are square, round, star, triangle, rectangle....
2nd choice would be combinations of colors - stripes, dots, etc - two colors per piece.

Primary plus green. Repeat the colors for 9 x 9 board.

Rainbow as long as they are in the instructions with the proper names.
There is NO purple in the rainbow!