My experience has been: Yellow first, then if they get hot enough, purple. My favorite were the headers on my '72 Yam 650 XS2: Pretty purple, blue and yellow.
Yellow = hot
Purple = real hot
Or as I like to think of it:
yellow = fast
purple = real fast
IOW, "Purple Pipes Mean Fast Bikes"
OK, it makes about as much sense as some other biker stickers...
Kidding aside, the extreme lean running conditions of modern engines sure lends to purple pipes!
Matt