I've never seen a colored copper clad board before. The color that you see on commercial PCBs is called the solder mask and it is not used on undeveloped boards as far as I'm aware.
I have spray-painted boards before though. What I do is stick a piece of tape to the bottom so that the copper side doesn't get any paint, but the top and side edges get painted.
Re: where do you get your coloured copper clad PCBs for etching?
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Whaaa that's pretty cool! Now that I think of it I seem to remember some Creepy Fingers pedals that used colored boards like those. Sorry, I'm not much help!