Answer

Over a year ago, I wondered why jellyfish were different colours. I must have been distracted by something bright and shiny, because I never got around to answering my own question, even though enlightenment was only a bit of light googling away. Anyway, the question popped into my head again today and, apparently, it's not the jellyfish themselves that are different colours, but the helpful micro-organisms that live within them (like the symbiotic algae that set up home inside the jellyfish inhabiting Palau's astonishing jellyfish lake). Here's a quick overview:

The different types of jellyfish come in a fascinating array of colors. Actually a jellyfish has a translucent or transparent covering. The colors that we see are due to its own pigments or pigments of certain micro-organisms that are living within the jellyfish. These micro-organisms live in a symbiotic relationship with the jellyfish, and are varied, and come in different colors. Zoochlorellae is [sic] one of the type of micro-organism, which is green in color, and this will make the jellyfish appear in a greenish shade. The presence of Zooxanthellae micro-organism will make the jellyfish appear brown. Generally blue coloration in a jellyfish is attributed to the presence of Cyanobacteria.

More jelly factiods here.

I'd assumed that the colours weren't relevant to jellyfish because:

Jellyfish don't have eyes, although some have a few light-sensitive cells that can distinguish light from dark. Come to think of it, they haven't got anything you could call a brain.

Apparently that wasn't entirely correct - Australia's notoriously venomous box jellyfish can, with the help of four different types of eye, distinguish light form dark and detect the colour and size of objects.