Its very important to keep your colours pure with palette knife painting. To do this I use an old rag or paper towels by wiping the excess paint off between colours, sometimes you can leave it after a few strokes before wiping your knife, it will keep the colours from turning into a grey muddy mixture.
Your palette board should also be organised by putting out your colours in the same place overtime you will get to know where your colours are, this is just good practice and keeps the painting process flowing nicely. Arrange your colors along the edges of your palette leaving a lot of room in the center for mixing.
Also by squeezing the paint out in long lines, as opposed to puddles, keeps your colors cleaner. When you have puddles of paint, they tend to get soiled by other colors when mixing. With a long line of paint, you can just take paint from the end as needed and not dirty the rest. Keep some rags or paper towels handy for wiping your palette knife clean.