Green is a cross between broccoli and cauliflower in flavor and texture and is milder than white.
Purple is wild, and is better for health. The color comes from anthocyanins ( found in red cabbage and red wine ) which is an antioxidant. Steam it or eat it raw; boiling will cause the color ( and the nutrition ) to bleed.
Orange was discovered in a Canadian marsh; has 25 times more vitamin A than its pale cousin.