We are having a hard time trying to pick colors for the wedding. We are thinking of maybe black and burgundy. Is there a place that has an array of colors we can look at to get a better idea?

Bridal shops may be a good place to start, by looking at racks of bridesmaid's dresses, you get a good feel for all the various colors. You might want to check out the color of carpets at the venues to be sure you don't clash (may be important on pictures).

There are also many online sites that have an array of bridesmaids dresses, florists with many flower examples, and even photographer sites that have many examples of the weddings they have photographed. These can all give you good ideas for what you like (and don't like).