Inert gases have absolutely no color to them. The only colored gases I know of are the following:
Fluorine: A VERY pale yellow color which is pretty difficult to see. It is the most reactive gas out there and is incredibly toxic.
Chlorine: A pale yellow-green gas which will oxidize nearly everything and does a good job of killing people.
Bromine: Bromine vapor is a very intense red-orange color, but like chlorine it is a strong oxidizer and will make you dead.
Iodine: A pale violet color which is a moderately strong oxidizer, but not nearly as strong as chlorine or bromine. Still, inhaling the gas will cause severe lung damage and could kill you.
Nitrogen Dioxide: A brown gas which is a VERY strong oxidizer and does a good job of making you dead.
Other than those gases, there are no other gases which I know of that are colored.