Color merged and regular cells in a table individually

\usepackage[table]{xcolor}
...   
\begin{tabular}{...}
\cellcolor{blue} foo & \cellcolor{red} bar\\

...

There is also a command for coloring whole columns and rows.

Put \usepackage[table]{xcolor} in the preamble, use nested tables & these commands:

\rowcolor{}, \columncolor{}