I've been doing some wire shopping recently for gauges and for my trailer, and while some colors are widely available, some are not.
Lowe's has 14 and 16 gauge wire in black, red, green, yellow and white. Cost is 21 cents per foot in 25 foot spools.
McMaster-Carr has a large variety of wire but it is somewhat hard to find. Vehicle/primary wire only comes in black, red and white colors. It is available from 10 gauge to 20 gauge and the cost varies greatly with gauge. 16 and higher gauge is presently a better deal than other sources at 18 cents per foot; 14 gauge is 25 cents per foot and the cost goes up for lower numbered gauges. There are also 100 foot spools available which are a good deal in all gauges.
For other colors, look at machine tool wire. This wire is available in black, blue, brown, green, orange, red, white and yellow colors, from 6 to 18 gauge. As with primary wire, cost varies with gauge. The big spools are 500 feet long.
An alternative source for 16 gauge wire is eGauges. Black, blue, brown, green, orange, red, white and yellow are offered, at 27 cents per foot. Free shipping on orders of $50 and higher may make this option more attractive.
eGauges also offers 10 gauge wire but as of this writing the only color available is red, and at 90 cents per foot.
etrailer.com has some single wire but choices are limited. Available colors depend on the gauge - as of this writing, the options are blue 10 gauge at 59 cents per foot, black or white 16 gauge at 13 cents per foot, black 12 gauge at 34 cents per foot and black 14 gauge at 24 cents per foot in a 100 foot roll only. etrailer does offer wire packages that may be useful for trailer wiring.