Painting a room used to mean at least 5 or so trips to the paint store. First to pick out tentative paint chip colors, another to get more chips of the "maybe" color (along with a completely different color that your friend wants you to try), another trip for more paint chips a little lighter or darker, a quick trip to try out a quart color (and paint chips of some colors that had cool names, just because). The paint guy was always the first guy who knew our name when we moved to a new neighborhood. But once we invested in a fan deck, it eliminated most of the trips...
Paint companies don't just sell fan decks to contractors or designers. Although they're not displayed at the counter, paint stores are usually more than happy to sell these to you if you ask, and occasionally you can even borrow them. They can encompass either all or some of the colors the paint line carries, for example, Benjamin Moore sells several decks: Aura, Classic Colors, just the off-whites (OC colors), Pottery Barn colors and more. Prices for fan decks run anywhere between $15 - $40 depending on the paint brand and whether the store feels like marking them up (most usually don't, we've found). Several online paint companies let you buy fan decks, then when you order their paint online, you can return the fan deck for a refund.
Its an investment (we know that just grabbing a handful of paint chips is free), but if you paint a lot its worthwhile, and you also don't feel guilty if you take a bunch of color chips, don't use them, and then throw them out.
Here are some links to buying fan decks online, you can also try asking at your neighborhood hardware store or wherever you buy your paint: