Generate a "random" color set
Python 184 bytes

from random import*
h,s,v=random()*6,.5,243.2
for i in range(input()):
 h+=3.708;print'#'+'%02x'*3%((v,v-v*s*abs(1-h%2),v-v*s)*3)[5**int(h)/3%3::int(h)%2+1][:3]
 if i%5/4:s+=.1;v-=51.2


The HSV &rArr; RGB conversion is taken directly from wikipedia.

A few implementation notes.


h is defined as its proper value times 6, which simplifies region determination.
v is defined as its proper value times 256, which propagates through to all three RGB values.
6/&Phi;  (approximately ~3.708) is used instead of 1/&Phi;, in agreement with the scaling of h. Similarly, the decrement value for v is also scaled by 256.
The bit of magic
((v,v-v*s*abs(1-h%2),v-v*s)*3)[5**int(h)/3%3::int(h)%2+1][:3]
is logically equivalent to
c=v*s;m=v-c;x=c-c*abs(1-h%2)+m;c+=m;[(c,x,m),(x,c,m),(m,c,x),(m,x,c),(x,m,c),(c,m,x)][int(h)%6]


Sample usage:

$ echo 3 | python color-set.py
#f37994
#79b8f3
#dbf379

$ echo 8 | python color-set.py
#d2f379
#f079f3
#79f3cc
#f3a979
#8579f3
#62c04c
#c04c84
#4ca6c0

$ echo 15 | python color-set.py
#7984f3
#a8f379
#f379cb
#79eff3
#f3d379
#804cc0
#4cc05e
#c04c5c
#4c7dc0
#9fc04c
#8b2a8c
#2a8c6f
#8c522a
#352a8c
#3b8c2a


A visualization of the values for n = 15:

and the corresponding html.