If you right click on any dimension, you will see an option that says Field Properties. Hover over that and then click Color. This is going to pop up a dialog box that should populate the dimension members along with the default colors Tableau has already assigned to them. You can then edit these colors by clicking the dimension and then clicking the desired color.
Once you click OK here, these colors will be the new default colors for every subsequent time you use this dimension on the color shelf. These changes will be saved if you created a saved data connection for yourself. Additionally, if you want others to be able to leverage this, I would suggest publishing the data connection to the Tableau Data Server (Tableau Server required) as then people can leverage your defaults as well.
If there is not a palette within Tableau that you would like to use, here is how you can create your own: http://kb.tableausoftware.com/articles/knowledgebase/creating-custom-color-palettes
Hope this helps,