For me, it’s usually just by virtue of trying a lot of new products and often living in a world of “I need to try these 20 products in the next three days, how shall I put it all together…” which sometimes inspires creative choices.
For palettes and anything similar that is breakable, I like to wrap in clothes, like pajamas (in case everything shatters, I wouldn’t be devastated if my pajamas were stained). I usually carry-on, but if I checked my luggage, I’d also put in a slim foam layer underneath the lids of plastic and metal compacts, especially freestyle palettes. Everything else is rather sturdy!
I think anything over three or four shades starts to be hard to use evenly. The larger the palette, the more variations in color/undertone there might be, and not everyone wants to use every color for blush. They can also get quite large! I prefer trios that are smaller than full-sized but have pans large enough that can be used with most blush/highlighter brushes.