There are quite some colored gases, unfortunately all are toxic. Some of these can fairly easily be prepared at home.
F2 - light green Cl2 - green Br2 - red/brown I2 - pink (purple when heated)
NO2 - ugly brown - copper metal in conc. HNO3 NOCl - orange/brown - NaNO2 in conc. HCl ClO2 - intense deep yellow - NaClO3 in conc. HCl (!!!! risk, explosive !!!!)
CF3NO - blue NC-N=O - blue CH3COCOCH3 - yellow/green vapor