Oh, my! What should I buy?

My basic palette in my pochade box. 

I am happy to share my plein air supply lists with both my own students and others:

·         Watercolor supply list.
·         Oil painting supply list.
·         Pastel supply list.
I have friends who are tremendously efficient plein air packers. I freely admit I’m not up to their standard, but I do paint outdoors a lot, and successfully. Consider these lists not as gospels, but as starting points.
There is no one “best” palette for plein air (or any other kind of) painting. There are so many pigments available today that the artist is faced with—literally—millions of possible combinations. The medium you’re using, your own taste in color , what you want in opacity and drying time all affect your final choices.
And the exact same paints being used for figure painting.
A little knowledge of pigment development is helpful in whittling down selections. The newer the pigment, the more intense and more durable it will be. A palette of earth tones might have a hard time coping with the addition of dioxazine purple or phthalo blue, whereas a vivid 20th century palette will fail to notice a delicate Renaissance lake color.
This is not to say that you should choose only an “Old-Masters” or an “Impressionist” palette—my own palette has paints from every period. But you can avoid a lot of waste by avoiding obvious mismatches.
The earths and earliest synthesized colors:

The oldest pigments are the earth pigments: the ochres, siennas, umbers and carbon blacks. These have been in use more than 15,000 years. They are as solid and everlasting as dirt. Over time artists have been tremendously wily about expanding their narrow range.
The Egyptians created the first chemical pigment, Egyptian Blue, around 5000 years ago. They also pioneered the use of minerals as pigments with malachite, azurite and cinnabar, and devised a method of fixing dyes to solids (“lake making”) which is still in use today. The Chinese created vermilion and the Romans gave us lead white.
Renaissance alchemists must have been more focused on turning lead into gold, because although they made a few refinements to paints, they left the fundamental kit unchanged.
The industrial revolution:

The Industrial Revolution brought us a pigment revolution. Just a few examples are:
Cobalt Blue – 1802
Cerulean Blue – 1805
French Ultramarine – 1828
Zinc White – 1834
Cadmium Yellow – 1846  
Aureolin – 1862
Alizarin Crimson – 1868
Without the explosion of brilliant color in the 19thcentury, there could have been no Impressionism, no modern art.
Modern pigments:

The third tier of pigments are the highest-stain, most durable of colors, developed mainly for industry: “Hansa” yellows, titanium white, synthetic iron oxides (the “Mars” colors) phthalocyanines, quinacridones, perylenes, and pyrrols. Some have replaced 19thcentury colors that have proven to be fugitive (such as quinacridone violet to make “permanent” alizarin crimson). Some have an uneasy place on the palette because of their extremely high stain, such as phthalo blue.
My basic field kit.
References: “Bright Earth: Art and the Invention of Color,” by Phillip Ball. It is certainly the most fun book about color ever printed.

Gamblin Artist Colors has optional palettes here. (What is true for oils is generally true for acrylics.)
The most comprehensive guide to watercolor pigments I know of is here.
And my favorite resource for pastels is here.