Quick color panel in Illustrator

I've been working with Adobe Illustrator for over 2 years now and I really love this program. I'd want to know if it's possible to create a window (just like pathfinder, layers etc.) with my favorite color's (or recent colors, and if possible I want to create my own list) so I can quickly change colors to quicken up the workflow.

Is this already possible by default, by installing a plugin or is it not possible at all?

Thanks in advance!