Basically, you can enter the Bell Control Character (Hex: 0x07), and then a color code (ie: FF0000 for red) before the text you wish to color. You can use as many as these as you want in a string, and can be any color. In SourceMod, they are used by doing something like this (a piece of code from one of my plugins):
PrintToChatAll("\x07222222[\x076000FFStrikerMod\x07222222] \x07FF0000Player In Blocked Group Detected \x07FFFFFF- \x07FF0000Name: \x07FFFF00%N \x07FFFFFF| \x07FF0000Group ID: \x07FFFF00%d", client, groupAccountID);
In sourcemod, \x indicates that you're specifying an ASCII Hex index in your string.
(http://imgur.com/jZmpz.png)
(http://content.screencast.com/users/DarthNinja/folders/Jing/media/41e040ea-fc66-4d47-b347-3d5186bd8aa4/2012-06-04_0515.png)
(http://i.imgur.com/v0BWE.png)
Source 2009 games like HL2DM, TF2, and CS:Source will read these codes, but, GoldenEye: Source does not, so it ends up making a huge mess of the output.