Like everyone else I have plenty of nude bras. Since I wear a white shirt as my work uniform, I need quite a few of them. Especially in the summer working outside, bras are the first thing to get sweaty! However, I also have a red bra, two blue ones, two black, one chocolate and one grey. As others have said, they are great for when you know your straps might show. The colors seem more fashiony and I somehow feel less embarrassed that my strap is showing. I picked up three DKNY Modern Lights bras at NAS, I especially love the straps (not too thick).
I have heard that colored bras are mostly there to provide some interest in a sea of nude, and that if you wait a little, the colored ones will be discounted soon enough.