White was the norm thought, and probably by a large margin. Wheathered sails was probably common, and some yellowish tones of white would probably not be uncommon. However, red blue and green sails is something more akin to sails in the later part of the 19th century. If you have scources that states otherwise please post them.
For me coloured sails would really break the immersion. I like the feeling of being in one of the paintings. That said, I am all for more customization of the hull.