Depends in part on your skin tone. Navy is always a great color, or off-black. Fair-skinned women look great in blue or red. I have seen a black SP a couple times for whom I have brought yellow stockings, and the sight of her in them is enough to raise the dead...
Fully fashioned ones are expensive, but look terrific. Back seams are really sexy. Personally, I prefer garter stockings to the kind that stay up by themselves.
So glad Nylonlover started this thread, and nice to find that other guys get off on this as much as I do. The only thing sexier than looking at a woman in stockings is to feel nyloned legs wrapped around your waist. And a side benefit to SPs who are tired: I daresay a lot of men finish faster when you dress up like that...