A full-color Nativity scene often uses brown for the manger, white, off-white, or no clothing for the baby Jesus, usually a light blue robe for Mary, and brown or other dark-colored cloth for Joseph. This varies from country to country. Some Latin American countries use bright, bold colors throughout. Russian Nativity scenes may also be quite colorful. The intent is to make baby Jesus the focal point, which is often done by shining a light upon the crib.
The difference in the quality and type of clothing between the shepherds and the wise men is important. The shepherds are working men and are dressed in subdued colors, such as off-whites, browns and dark greens. The wise men are wealthy and wear rich robes that are trimmed with gold. Bold reds, greens and yellows are often used. If Mary is dressed in blue, it's traditional to use other colors for the rest of the grouping.
Oddly enough, the cow is usually brown and the donkey a light gray -- this often happens in live Nativity scenes as well. If sheep are included, they are typically white. Angels are sometimes placed in Nativity scenes, usually with gold or white wings and lighter colored robes. In some cases, the Heavens are represented by a large gold star, depicting the Star of Bethlehem.