What colour are asteroids?
Short answer: Mostly grey.
Long answer: Asteroids are rocky objects that orbit the Sun. They're made of similar materials to rocks on Earth, such as the metals nickel and iron. Just like rocks on Earth, asteroids are generally grey in colour.
Asteroids can be classified by composition/colour:
C-type (carbonaceous): The most common type, making up over 75% of known asteroids, probably consisting largely of clay and silicate rock. Grey colour.
S-type (silicaceous): making up less than 20% of known asteroids, probably consisting of silicate materials, nickel and iron. Grey, green and red colours.
M-type (metallic): Probably consisting largely of nickel and iron, with a reddish colour.
It seems that asteroids change colour slightly as they get older, becoming more red1. This is due to the surface material interacting with space weather such as particles from the Sun and cosmic rays.
See also:
Footnotes
1. http://www.ifa.hawaii.edu/info/press-releases/Jedicke_asteroids5-17-04.html