One of my beekeeper neighbors uses latex stain on all his boxes, and it seems to be holding up well (almost 10 years and counting). Try to stand clear of oil based paints and stains, because it traps moisture from the bees in between the wood and the paint, causing it to peel. As for colour, If some of your brood boxes are bright warm colours, they may catch most of the drifting bees, leaving your colonies uneven, so it is best to stick with cool colours (green, blue, purple, grey, white). As for honey supers, anything goes here.