I do have multiple copies of a lot of records, but I don't think I've ever done a back to back comparison of one on colored and black vinyl. To my ears, the color of the vinyl doesn't seem to affect sound quality. I kind of like colored vinyl.
One thing to consider is that a lot of new vinyl is warped. According to one of the owners of the local record store I frequent (at least until recently), if you use a flattener like the Orb, it will melt colored vinyl, but works fine on black vinyl.
There's also stuff like Quiex vinyl, which is purported to be harder and play better than standard vinyl. Apparently a lot of radio station promos were pressed on Quiex II vinyl. I have a few Quiex II pressings and they do sound good. It looks black, but if you hold it up to the light you can see through it.