Yay, now I have Ilustrator. And also a updated version of photoshop - good thing to have a husband who is also a professional designer - the company he works with had an extra license we could buy 
On my old photosop, when I was working with a new palette I just added it to the swatches, using some plain white to separate different projects. My swatches window was more or less like it:
But now, I am wondering how is, indeed, the best way to organise it. I´ve read that ilustrator palettes work a bit diferently and I would possiblily want the same colors in both softwares? Also, if I have tried to create a .aco file being my palettes like that one, it wouldn´t be possible to save only one part of the palette, right?
I´m curious to know how other designer fellows do it - I´d like to know it before starting re-add the swatches (yes, it was the only custom settings I forgot to save...
I don't use or know Illustrator but in PSCS you can use the preset manager (in the edit menu) and save to .aco files and load saved ones from there too. Here's a link to the photoshop help pertaining to swatches: http://helpx.adobe.com/en/photoshop/using/customizing-color-pickers-swatches.html
If you need more or different tuts, I may be able to hunt one down for you.
That's how I do my swatches. I haven't done anything with colors in Illustrator.
Is there any way to get to just a blank swatch? I have WAY too many in mine and often repeating. I would love to just work with only the colors I am using on a particular project.
What I did was:
1)saved a palette with plain white four times, called "new palette";
2)added the colors of the kit I was working on and saved with kit name in kit folder;
3)reloaded the deafult color palette (I like to have those colors to contrast when QCing and I also use the grays sometimes... Having the deafult palette makes me confident, somehow... I know I´m werid)
4)then, re-loaded the color palette I was wirking with, this time using the "append" comand;
Now, when I start working on other kit I do the following:
1) Save the color paletes in the way I´m working with them to a file called "current palettes";
2) Open the "new palette" palette, without the append thing (I guess the other option is called overwrite?);
3) Add the new colors, and save the color palete on the kit folder;
4) Reload the current palettes without appending;
5) reload the new kit palette, appending.
I don´t know if it´s the easier method or if I´m reinventing the wheel due to lack of knowledge, but it´s working for me... Oh, and I haven´t yet open my ilustrator since when I asked the question...