I agree that colors shouldn't be a mere afterthought, it's just that they're easy to alter later (well, depending on your approach). Values on the other hand, are less flexible - if I was to change the angle of the light at this point, it would be a major undertaking. If I wanted to change the hue of the stand parasol, it's a 5 second operation (my setup is focused on flexibility though, so with a less flexible setup it would take longer).
So it's more about getting the heavy duty stuff done first, like the layout/composition and lighting (values), which are very inflexible, and then experiment with the colors.
Again, this doesn't mean that the first thought about the piece's colors comes at the end, it's like with most things in a piece, you need to sort of project it onto the sketch in your mind while you're working, and I usually have a fair idea of how I want the colors to look, so even in the initial stages of the layout, I try to make sure that the layout will support it.
About hue contrast, I think it's like contrast in general, some moods are better evoked with milder contrast, some with higher. So I just let the mood I want dictate the amount of color contrast. Putting in some "real" cyans in my current piece would make them pop like crazy against all the warms, but it would also kill the mood.
So it's all about experimenting and learning what palettes you like by doing, so I think having as flexible setups as possible is very important, to allow for as much experimentation as possible, so instead of making some choices, get complacent, hoping the next piece will be better, you keep fiddling.
Edit:
For the record, I rarely introduce colors at the very end, I usually add sketchy colors after I've worked out the main lighting in the sketch, and then refine the values and colors simultaneously, with the focus on getting the values down first, but still knowing how it'll sort of look.