You should almost always, regardless of the production or scene, employ color in all stage lighting. Plain stage lights, even when used at interesting or unusual angles, tend to make actors and scenic materials appear very "flat" and visually uninteresting. There are a few situations wherein this effect is desirable, but by and large it is not. In fact, in most situations, it is best to use two different, usually contrasting colors (light amber and light blue are the most commonly used as a base template) at the same time from different angles, which helps greatly in creating a visually interesting layered, shadowed or atmospheric appearance. Remember that when warm and cool colors are used at the same time, the warm colors will generally appear to be the light and the cool colors will generally appear to be shadow, even though both are actually light.
The colors you choose don't have to be extreme. In the majority of cases, mild colors that simply add a different tint to the light are preferable over deep, intense colors that override the colors of the actors and scenic elements. This is not always the case, however, especially when employing color for special effects, but you should start with milder and more muted colors in most scenes. Always remember that the colors are there to enhance the visuals of the scene, not distract from them.
You should avoid using most greens when the light will be on the actors themselves. Green light on human skin, with few exceptions, tends to make people look sickly. This may, of course, be desirable on occasion, but generally restrict green lights to backgrounds and scenic lighting.
The colors you use in illuminating background elements do not have to be the same colors you use for illuminating the foreground and actors. Often, it is actually preferable to use different colors (or sets of colors) for the two, suggesting different light sources in the story, or simply to give the foreground elements more visual contrast, which helps the audience focus on them.
Reproducing the appearance of natural light sources is an area of extra difficulty for many lighting designers. The colors you should use are not necessarily what you would expect. Sunlight, for example, generally has a slight blue cast to it, although in reproducing sunrises and sunsets, you also should use intense yellow and orange/red, respectively. Moonlight also has a blue cast, although it should be a light enough blue that, in comparison to the dark indigo/blue alongside which you should use it to suggest night, it should appear nearly pure white. Always include blue in natural atmospheric lighting, even if only in the shadows.
Firelight can be any in a range of colors, from amber (almost never pure yellow) to deep red. The bigger, brighter and hotter the fire is supposed to be, the closer to bright amber the light should be. And, conversely, dimmer firelight should be redder. Firelight is more intensely colored than most light, and it may be more appropriate when depicting firelight to choose colors that do override other onstage coloring.
Reproducing artificial lighting is generally fairly simple, although the colors you use will vary depending on the time period portrayed in the production. Older artificial lighting should be distinctly amber, whereas more modern lighting is closer to white. You should, however, use only pure white in settings such as hospitals that need to look "cold" and clinical. The shadows cast by artificial light do not have the blue tint of natural light, and a dim amber is usually more appropriate.