I've been doing some work with some big businesses and so far I've learned yellow is internet and blue is phone.
Is this a standard or is this just a personal chose? Do colors mean different tasks?
Contrary to popular belief, there are cable color standards defined, just hardly anyone (myself included) follow them closely or at all. Check local jurisdictions for variants.
ANSI/TIA/EIA-606-A Administration Standard for the Telecommunications Infrastructure of Commercial Buildings or the updated ANSI/TIA/EIA-606-B documents these standards. Generally, anyone who wants to following building standards should be familiar with BICSI and vendors who are BICSI certified would be familiar with these as well.
Cable colors are specified using Pantone numbers. These colors or their equivalent are to be used.
Other color coded references for TIA/EIA 606 and other standards can be found at Huffmanreference.com.
As far as I know there is no standard for colors in twisted pair ethernet pigtails. As Mike already explained, color codes are local to the facility and different facilities could use different color codes.
Regarding optical fiber pigtails, there is a standard color code for them. SMF pigtails are yellow and MMF are blue or orange depending on its core diameter.
You have further details optical fiber cable colors in the following link: http://www.thefoa.org/tech/ColCodes.htm
The colors for RJ45 cables are not specified. You can get any color you want. In the DC we color-code length:
In the office we use black cables for all equipment as it doesn't stick out. (Bright orange/red in a snazzy conference room doesn't look too good IMHO.)
For optical cables most of the time you've got yellow for SM cables, orange for MM cables. Sometimes MM cables come in aqua when they have 50µm laser-optimized cores.
Please beware: This is not always the case. I've seen enough yellow MM cables and orange SM cables to always check the print on the cable. MM is often orange whatever the core size is.
Also, the standard colors for connectors are blue for PC/UPC (0°) and green for APC (8°) connectors on SM cables. Again, this is for most of the cables, not all of them. Better check before connecting.
More information on Wikipedia:
The biggest thing I would use different colored cables for is to differentiate the importance of the cable. This way crucial cables between switches, routers, and other important devices are noted to prevent accidentally causing outages in your network. A new employee, contractor, or regular employee can quickly learn the coloring scheme. Sometimes it does get confusing when all the cables are the same color! If you can follow a standard provided in the other answers, that would be great. But not everyone can change all their cables in their existing infrastructure.