AZINDY Well......it depends, some zoa's are naturally grey, (if your talking about the face, the part that looks like a flower).
When zoa's have been in a spot that is too shady (or completly dark) for a while, the stalk of the polyp will become lighter, almost white, and sort of translucent, this is called bleaching. The face of the polyp will also lose color and will look sort of faded (not as vibrant, in color) but will still have some color. depending on how long they have been in the dark.
(sort of like an old red shirt that has been washed too many times, that doesn't look so red anymore)
The corals you have purchased may always be that color, it just depends on the zoanthid. (they come in all sorts of colors)
It also depends on what type of lighting the store you purchased them from had the coral under, if they were under 20K MH then they are probably going to stay the same color as they are now, the color may even lessen, depending on your lighting. If they were under PC's at the store (which the lighting spectrum is limited in varietyof kelvin rating), they may get brighter in color, also once again depending on your lighting.
It just depends, now I don't own MH lighting but from what I have gathered (here on reef central, and over time), 20K MH lighting is the best if you want to color up your corals, not only because the bluer spectrum brings out the flourescents more for the human eye, but it also helps the coral to produce richer colors as they grow
Hope this helps,
(if you could, pics would help)