Studio Products ultramarine blue, Doak burnt sienna, Rembrandt titanium white.
I mix these two often. They are not exact complements, but they form a useful set of neutrals. It is particularly helpful that you can get a very dark neutral from them, which I often find to be a good substitute for black.
Update
21 June 2008: For lighter neutrals (grays) I tend to use ultramarine and raw sienna, which makes a more pure neutral. But for darks, burnt sienna and ultramarine is the way to go.

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