Walk the shore and flip some rocks. When you find a crawdad match your jig color. Don't forget to hold them both underwater, what matches above may not match below, I think that the reason for this is "shading" issue like Rob referred to, as opposed to color.

I use mostly browns and match the jig trailer (I fish a lot of clear water).

The other thing that may make your jig fishing more bearable: don't forget to match your jig head to the type of cover you fish. I like footballs for rocky areas, and more pointed jig heads with the eye in front (as opposed to on top) to pull the jig through grassy areas.

--John