The halogens' colors are results of the absorption of visible light by the molecules, which causes electronic excitation. Fluorine absorbs violet light, and therefore appears light yellow. Iodine, on the other hand, absorbs yellow light and appears violet (yellow and violet are complementary colors, which can be determined using a color wheel). The colors of the halogens grow darker down the group:
Fluorine - pale yellow/brown
Chlorine - pale green
Bromine - red-brown
Iodine - violet
Astatine* - black/metallic