You can change the colors at the puiblisher's module at AdSense. In the setup section you can play around with the palettes and try out different colors and so forth. You then generate the code for use on your site.
The color of the Ads by Google can not be changed. It wil adapt automaticly to the background color that is being used. Example: Your background is white then the color of the Ads by Google link wil be the oposite automaticly. The color wil change in the oposite of the used background color. So it's not in your power to change it at your own convenience and to let it match any other colors. It's out of your control. If you would try to get the color you would like to have then it would probably result in a background color you don't like.
I believe the "Ads By Google" text can only be black or white and as Edz said earlier it is automatically determined by the border/background color. I seem to recall looking into this a number of months ago and I found that the color of the "Ads By Google" text is actually determined using this function... In this case, the color of "Ads By Google" would be text_color.