It's a little-known fact that the iconic white Classical colonnade is a historical fraud. Ancient Greeks and Romans (and before them the Lydians, Persians, and Egyptians) loved color and used it liberally on public buildings, especially vivid blues and reds. The overall effect was more like an Indian temple than one of these cold white neoclassical museums or libraries you see everywhere.
La Reppublica has a great photo gallery showing Augustus' Ara Pacis (Altar of Peace) in what might plausibly be the original colors. The difference in the way you experience the building is shocking after a lifetime of plain white Classical sculpture (but in a good way!).
The Ara Pacis was commissioned by the Roman Senate in 13 BC to celebrate Augustus' victories and the end of decades of civil war. Its vision of peace, piety, and fertility marks the high-water mark of Augustan art and served as effective propaganda for the new Imperial order. (See lots of detail of the sculpture here.)
Classicists and archaeologists have known that ancient buildings and sculpture were brightly painted for at least 200 years. But the fact that the whole aesthetic of "Greek purity" was totally fake was too embarrassing to 19th century archaeologists, who were weaned on the stuff, so they pretended the evidence didn't exist. Fortunately, there's a new generation of scholars doing groundbreaking work on ancient architectural color (including my friend Alex Nagel, who passed the link along - thanks Alex!).
This research has led to mind-altering results, like this reconstruction of an archer on the pediment of the wonderful archaic temple of Aphaia - hideous, but in a really interesting way.
This stuff makes the ancient Greeks much more interesting to me than the race of ethereal white aliens we're used to seeing in the art history books. Check out the Wikicommons gallery of images from the Munich Glyptothek's 2004 Bunte Götter (Painted Gods) exhibition to have your mind even more fully blown. (Check out the book, too, it's probably in your local university library.)