If you don't like to have the color window open, or it doesn't have enough spaces for the colors you need, try this way:
1. Create your palette as part of your drawing (off to the side)
2. Select the Eye Dropper tool and setup the options as shown:
3. When using the pencil tool to draw, press the letter 'K' to switch to the Eye Dropper tool, click your color palette to select your next color, and continue drawing.