These charts will help you if you want to have equivalent (more or less) colours with different brands. Personally, I love having not only Citadel paints, I use aslo the Foundation gamma, some vallejo and a lot of Coat d' Arms pots.
Sometimes it's useful to have a nearly (but not totally) identical colour to make a smooth hightlight, or you can have almost the same discontinued colour you loved, but from another brand. Vampire Red, Regal Blue, Leprous Brown, Tentacle Pink, anyone?
You can search here for the colours you want!
First chart equivalences: Coat d' Arms - Vallejo Model Color - Vallejo Game Color - Citadel
Citadel - Rackham - Reaper - Vallejo Game Color:
A lot more:
That's it! I hope it helps people finding their loved discontinued colours, or just encourages them trying another brands!