I think places that keep bettas in blue (medicated) water isn't a good idea. It generally implies they have problems with their fish being sick and it's hard to see the details on the betta or it's colours. Look for the most alert bettas that have the cleanest fins and bodies.
Every PetsMart and Petco is different, so it's useless telling you to avoid those stores in general. But you'll know when you walk in and look at the bettas whether or not you'll want to shop there. In a neglectful store, the fish will look very pale, lethargic, or raggedy. I've seen some where they didn't move when you approached the cups, some that just floated around on their sides, one whose fins were quite visably rotting (he'd spin around in the cup and you'd see fragments of tissue come off him and float around him). Good pet stores will have pretty clean water (you'll be able to look through the cup or container and see relatively few debris) and the majority of bettas will be pretty perky and curious. As in they'll swim up to the glass and look at you or flare at their neighbors.
Colours have nothing to do with what diseases they might be prone to, as far as I know. There are some behavioural traits in some tail types. For example, crowntails are generally more aggressive than any other tail type. All bettas are prone to fin rot, but I would think plakats would be the least prone of all the fish. Halfmoons and any betta with a huge amount of finnage will also be prone to blowing their tails when they're flaring too much or over active.
If I missed anything, someone feel free to set me straight. =)