One harmonious color scheme incorporates colors close together on the color wheel. If you had yellow as a base coat, various darker and lighter shades of yellow, orange or green would work nicely sponge painted over top. Color Scheme Designer's website has an interactive color wheel where you can select the shade of your base coat and work out which colors are analogous to that shade. Generally two or three shades sponged on top of the yellow would suffice. For a Mediterranean look, paint your wall with a base coat of golden yellow and sponge burnt orange and terra cotta tones on top.
To add some contrast to your wall without the colors clashing, you can incorporate a complementary scheme. In this case, you would sponge colors that are opposite yellow on the color wheel. Dark blue and purple will complement a yellow base coat, depending on the shade of yellow you are using. If you want to create a random, artistic sponging effect with complementary colors, use a natural sea sponge; for a more uniform pattern, use a standard, artificial sponge.
If you want even more color variety, consider a triadic color scheme using three colors that are each equally spaced on the color wheel. Red and blue are yellow's triadic partners. If you sponge paint bright blue and bright red over top bright yellow, the three colors may out compete one another. But an orange-yellow with a medium blue and a violet-red would work nicely, as would a pale yellow with a dark blue and medium red. One idea for applying such a scheme, after painting your yellow base coat, is to sponge paint one of the triad colors on half of the wall and have it blend into the second triadic color.
Color Matters recommends using a scene from nature that you find inspiring to create a color scheme on your wall. Even it may not fit a theoretical color model, if you find the scene visually appealing, you should use it. You could recreate a beautiful sunset with yellows, oranges, reds and purples, either abstractly or literally, by painting a yellow backdrop and sponging various shades of warm colors over top. An American goldfinch at your bird feeder might inspire you to sponge black and white splotches over a yellow bottom coat. Scholastic suggests a kids craft to sponge paint Vincent van Gogh's sunflower piece. This could also work on a wall if it fits your mood. Sponging yellow-orange, brown, orange and green to represent the flowers' petals and foliage would work nicely on top of a yellow base coat.