I'm posting this because I see alot of posts in which people mix these up and it can get very difficult to understand that way:
Csets are NOT the same thing as palletes!
A pallete in ZC/ZQ is a square of 16x16 colors (256 colors total). A Cset on the other hand is 1 horizontal row of 16 colors within the pallete. Each Combo can use 2 Csets: the standard one and a second one by using the Cset2 feature. The first Cset can only be Cset 0-5. With the Cset2 feature you can use almost any Cset on the pallete. Every Dmap has 1 pallete asigned to it, but level palletes (basicly every pallete besides the main pallete and the 2 extra sprite palletes) use only Csets 2 and 3 and 4 and 9. Csets 0,1, 5-8 and 10 and beyond are always the same on every Dmap. These Csets are set on the main pallete and cannot be changed per Dmap/level pallete. So keep in mind that you can basicly only use 3 Csets per lvl pallete and 1 more if work around it and you have the combospace.

So, to sum things up:
- If you are talking about which pallete a sprite uses, your wrong. Every sprite uses the same pallete, with a few exeptions on some bosses and other things. What you probably mean is what Cset a sprite uses, because they can differ from sprite to sprite.
- Only a few Csets are available for combos, so use your color space carefully and use multiple Dmaps (and so more Level palletes) per map/area.
- A few Csets can not be used/changed at all. If you look at the main pallete you will see it reaches from Csets 0 to 14, which is 15 Csets. ZC/ZQ use 16 Csets, so 1 Csets is taken by the game menus/borders etc. There also are a few Csets that you can change, but cannot asign sprites to use to. Why this is I don't now, but some of the higher Csets can not be used by sprites or combos, so you can basicly ignore those, they are for sertain special things in the game like screen flashes and triforce effects, best not to mess with that to much.

Hope this helps explain some stuff (mods, pin this if you want to, fine with me).