Responding to reader feedback, developer Anastasiy Safari has added CMYK support and other tweaks (e.g. resizability) to the color picker panel I mentioned the other day. Way to go, Anastasiy!
You can download the panel here, unzip the file, and then drag the contents of the file into your "Adobe Photoshop CS4/Plug-Ins/Panels" directory. (Don’t forget to delete the old one if you installed it earlier.) After you relaunch Photoshop CS4, the panel will appear under Window->Extensions.