- Draw a gradient with the end points you'd like.
- Use Filter → Pixelate → Mosaic to step the gradient.
Once you've done that, you can use the eyedropper tool to add the colours to a swatch, or just leave the bitmap layer handy and use it to sample the colours as you need them (the layer itself can be your swatch).
You may also find Window → Extensions → Kuler or kuler.adobe.com handy.
Or... you could use a vector gradient (to keep it editable), then convert the layer to a Smart Object, then apply Mosaic as a Smart Filter. Very similar to the first solution, but you can edit the colours and number of steps at any point.
You could use the blend tool to create the colour variations.
- Create two objects, one for each end of the gradient.
- Use a stepped blend between the two.
- Choose Object → Expand to turn the blend into editable objects.
Or... you could use the Color Guide panel, which can give you tints and shades of any colour.
Or... you could even create a gradient and then use Object → Rasterize to convert the gradient into a coarse bitmap (you may have to use a really low PPI when converting). You can then use the eyedropper tool to select the colours.
Or... create a bitmap colour swatch in Photoshop, then paste that into Illustrator and use the eyedropper tool to choose them.
Lots of options.