1) Decide on a palette early (there have been a couple of threads about sites that generate palettes automatically). Your palette should include (but isn't necessarily limited to): a "main" color (that's complimented by the other colors you use), a contrasting font color, and one or two complimentary colors.
2) If you have a logo, the colors of the logo will probably drive the palette. If you're designing a logo for the site it'll work in the opposite direction (the colors of the site or the corporate colors will drive the logo and site colors).
3) STICK WITH YOUR PALETTE. We all have "Oooh! Shiney!" moments, but remember the idea is the colors help to unify several different ideas or areas.
4) Your palette should include other design elements - or rather, other design elements should fit within your palette. For instance, a web page featuring dark, solid colors and glossy-looking buttons will probably be okay with chrome or brushed steel elements (trim, highlights, maybe even in the logo) but stick with one "family" of metal. If you want this to be an earthier or pastel-feeling site, stick with more appropriate textures (Fabrics? Leaf or plants?).
5) KISS. A smaller palette will allow you to have a more unified and less-cluttered look. If you are using complimentary colors make sure they're being used to compliment - outline or fill areas that are visually distinct - rather than just being put in there to have more colors.
A book (or web site) on color theory would probably be pretty helpful; there are a couple of "must read" articles on thei site and one of them must list some good color theory books.