A DigitalPoint Forums thread asks the question, do you use the default color for your AdSense ads, i.e. the typical blue or a color that matches your site.
What does a default color look like? Here is an example of a live ad:
What does a color that matches a site look like? Here is an example of a live ad:
Currently there are few responses, but most say they use a color that is related or matches their site. I would suspect over 90% of AdSense publishers customize the color to match their sites.
Take the poll at DigitalPoint Forums