2003 (dated) may be the first year. I have a 2003 Classic where the color is noted in the foreward. 90% of images are in color, but are rather small and murky.
I just recently bought a set of 2016s piecemeal, and they're extensively color and the pictures are clearer generally and of a more useful size. The blowups are now of actual stamps, and there are more. You'll probably get sticker shock (on postage alone, even sent via media mail -- these volumes are
heavy). I couldn't find any used full sets available for 2016 or 2015 but individual volumes abound except for maybe volume 3, most popular of all (I think) which you'll also find at a moderate premium for used over other volumes. I don't know when they went to six volumes, but the 2016 edition is that.
Don't be afraid of buying used retired library books on
ebay and
Amazon. The "Used - Good" condition ones that I have received so far are nearly pristine except for library stickers. If you think about it, it's kind of sad that the catalogs didn't get used very much.
Doesn't seem to be any mercy on prices for older CD versions.