The first step in putting together your own set of pastel colors is to select one of each of the following: warm red, cold red, orange, cold yellow, warm green, cold green, cold blue, warm blue, cold violet, and warm violet. But faced with so many options, how do you choose?
Well, pastels come in a range of tints. The majority of pastel manufacturers produce a basic tint and then a range of lighter and darker tints of this. These can be identified by the pastel's code number. Start by selecting the second or third darkest of any tint, in the colors listed above. This will provide you with a set of 10 mid-tone pastels.
The exceptions to this tine rule are Unison and Sennelier: Unison have created sets of harmonious pastels directly from pigments and grouped them together in sets. A general rule for Unison is that as number increases the pastel gets lighter, so for example Turquoise 1 is the darkest, Turquoise 6 is the lightest. For your initial selection, pick the second or third darkest pastel in a group. Similarly, Sennelier typically come in groups of five to eight tints; again go for the second or third darkest.
Schmincke identify their 'pure' colors with a D at the end of the code, for example Cobalt Turquoise is 650D. Rembrandt use a '.5' at the end of the code to identify the 'pure' color, for example Turquoise 522.5. The pure color from Daler-Rowney is typically tint #6, and Winsor and Newton as tint #4 (out of 5).
If you're unsure about exactly which colors and tints to get, here are my suggestions.