Zoa's come in lots of really cool colors, the problem is, under less intense light, they seemingly lose their color. Although not colorful, Red Sea Xenia looks pretty sweet. It's a really bright white color and pulses, mine kind of looks like blinking lights when its pulsing quickly.
I think gorgonians have to be fed supplementary foods, being at least partially non-photosynthetic. I have the same problem as you, finding bright colors that my lighting can support. I just bought some sun corals, and they are doing well. Here's a pic from the day I got them, they have plumped up significantly since.
Good luck in your search. If your ever near Chicago, I can give you some of the Xenia super cheap, it grows quick.
bill