Depends on the aircraft and engine. The J-79's in an F-4 Phantom, for example, blow black sooty smoke everywhere so they are primarily black over some sort of metallic (stainless steel, titanium, etc.). The F-100's in an F-15, on the other hand, cause the burner cans to be a very light gray (almost white).
The outside is various colors because of the heat. This is the can on an F-4C:
and here is an early F-15A with "Turkey Feathers" (although for some reason half of them are missing)