Not all stores carry all colors, but in general, these stores carry colored duct tape:

ACE Hardware Stores carry Duck® brand in colors which is privately labeled with their ACE name. You will still be getting quality Duck® brand tape. (participating stores - call your local store for specific color information)
True Value Hardware (participating stores - call your local store for specific color information)
Meijer (MI, OH)
Albertson’s (CA, ID, OK)
Mills Fleet Farm (IA, MN, ND, WI)
Joann Stores
Walgreen's
Michael's
stores nationwide
(pictured on the left is a Michael's display showing a purse you can make with Duck brand tape - and a rack full of really reasonably priced colored Duck brand tapes)
Sear's Hardware
Lowes
nationwide carries some Duck® brand colors like black, white and the five-pack tube (yellow, green, red, blue and silver).

You can also find information on Duck® brand's site where to buy page.

Or, BUY ONLINE!
15 colors of America's #1 brand of duct tape delivered to your door (Case lots only) Sale priced between $24 and $50
available at http://ducktapeclubstore.com/index.htm