i thought that "any colour you like" may have been a reference to what henry ford said when the model t first came out: you can have any colour you like, so long as it's black" -- maybe the "narrator" of the album feels that life gives you the illusion of choice or the oppurtunity to change things, but really you are forced to face all of the problems and pressures mentioned throughout the album, no matter what you do. the song may encompass the narrator finally discovering the inevitability of all these problems and accepting it, before descending into madness in "brain damage"

i dunno, just a thought ;]