Are there any colored gases besides the halogens and NO₂? Any that are non-toxic?

Well technically O2 is blue...but you can only really see it in the condensed phase. Other than that, neon will change colour is you pass an electrical current through it (i.e. neon lights)

Well technically O2 is blue...but you can only really see it in the condensed phase. Other than that, neon will change colour is you pass an electrical current through it (i.e. neon lights)

 

So will almost all gases. http://en.wikipedia.org/wiki/Gas-discharge_lamp

 

I know that chromyl chloride vapor is red, but chances are you don't want a volatile hexavalent chromium compound around. I imagine other colored volatile transition metal compounds behave similarly.