I like yellow-green (as in SureFire A2) best. It is a soft color that is great for reading when you want something subdued. Although other colors are very dim under yellow-green light, you can still tell what is what. Other light colors produce a more "monochrome" scene.
Red is a gread color for preserving dark-adapted vision. It isn't good for much else though.
Amber is also a very soft and subdued color, the best for penetrating fog in my experience, but other colors don't show up as well under amber LEDs as they do with yellow-green.
Green is a nice color, very bright. I rememebr having read where green was the best color for seeing shapes and the like. I don't know how true that is, but my green KL3 is very good for such things. Many things will flouresce under green light, like some cloth and packaging.
I was thrilled to be able to order a SureFire Kroma-Milspec. It has red and yellow-green LEDs in the same light, plus some other colors that I don't remember
Yellow-green and red are my two favorite non-white colors, in that order. Green would be 3rd.
Cyan is a fun color too. I use a Cyan Aleph 3 for inspecting clear water tanks (penetrates water the farthest) and also for use with binoculars for checking things in the distance (eyes are most sensitive to that color).
I still have no idea why blue is useful.
Scott