Embossing is so addictive...
I don't tend to use many different powders when embossing. For most applications I stamped in whatever colour ink I want to use, and then apply clear detail embossing powder. The other powders I use are the metallics.
You want to use an ink that doesn't dry too quickly. I tend to use Versamark when I emboss.
When I'm using metallic powders rather than the clear powder I tend to stamp with a clear tinted embossing ink.
You can also get embossing ink pens, which you can use to go over something and then sprinkle the powder on top.
I also use an anti-static bag to wipe over the surface of the card before I stamp and emboss, so the powder doesn't stick to fingerprints etc. You don't have to do this, and if you're using a clear powder it isn't such a big deal.
Found a quick tutorial here