A triadic and tetradic colour scheme are shown below. Spin the triangle or rectangle any way you like on the diagram and the colours will work and look vibrantly beautiful together.
A split-complementary colour scheme can be great to show off one main hue. The diagram below could be interpreted as a green skirt with a violet choli and orange hip scarf or accents. When you are using more colours you likely won't want to use them all equally, but instead choose a focal piece/colour and use the others to enhance it. Split-complementary is close to having the contrast that complementary has, but it is not as harsh.
You can see from all these schemes that it would be easy to throw on everything you have and find that it matches somehow, but a professional will take the time to plan their costume. Not only with colours, but with textures as well. Every little piece counts, and when you are careful to consider even the tiniest details, the costume as a whole will be that much more impressive.