It really depends on how your rooms are decorated. Cream or white is usually best, but if you make it cream, make it a light cream. Some of those cream ones are yellow-y and really ugly. The fact that all your rooms are a different color is another reason they should probably be white. You need something to unify your rooms. Also, I LOVE color in a home, but there should be some visual break from color. Window treatments, ceilings and moldings can provide this, and quite often look best white in a very colorful home. .
The main thing is that they need to match when you look at them from outside. When I look at people's houses, and I see unmatching window treatments from outside, it really bugs me.