You can order colored conduit. I've worked on jobs where they had black conduit and white conduit.
Most of the time people just spray paint it. When you order it colored, it usually gets scuffed in the ordering process, and its special order so you have to wait a week or more just to get it, not to mention its twice the price, etc. The last time we ordered it through Graybar, but I'm not sure how easy it is to order through them as an individual without a corporate account.
I worked on a hospital new construction job site for awhile and all the conduit/boxes had to be color coded, and we had an apprentice spray paint conduit/boxes in bulk, and then stack them on shelves by color.
The "in" thing right now in retail spaces is to have an exposed ceiling with everything black (conduit, cables, HVAC, etc). Usually the GC literally has a guy go around with a rattle can and go spray paint everything in the ceiling black that isn't able to be ordered in black.