Only coloured spokes I know of are produced by BMX companies. I think Primo and KHE do them, but only in very short lengths. Grab a cheap spoke and experiment with methods of painting it. I heard paint pens work well.
I know the Bontrager *** Lite wheels came with red spokes this year. You may wnt to do some investigating and see exactly what spokes were used on it. Try emailing them.