How to draw gradient arrows with Tikz

The problem with trying to do a "color-bar" style shading is that in the process of fitting a shading to a path PGF scales a shading so that only the center quarter of the shading is seen (see "Using Shadings" in the manual).

This means that either a color-bar has to be "squidged" into the center quarter of a shading definition, which is a pain to to manually, or the path to be shaded has to be clipped, and scaled manually which can also be a bit of a nuisance.

The following shows one way of specifying a color-bar with a list of named colors (assumed to occupy equal width of the bar) and automatically generate a (more-or-less) appropriate shading:

\documentclass[tikz, border=5]{standalone}
\usetikzlibrary{shapes.arrows}
\makeatletter
\def\createshadingfromlist#1#2#3{%
  \pgfutil@tempcnta=0\relax
  \pgfutil@for\pgf@tmp:={#3}\do{\advance\pgfutil@tempcnta by1}%
  \ifnum\pgfutil@tempcnta=1\relax%
    \edef\pgf@spec{color(0)=(#3);color(100)=(#3)}%
  \else%
    \pgfmathparse{50/(\pgfutil@tempcnta-1)}\let\pgf@step=\pgfmathresult%
    %
    \pgfutil@tempcntb=1\relax%
    \pgfutil@for\pgf@tmp:={#3}\do{%
      \ifnum\pgfutil@tempcntb=1\relax%
        \edef\pgf@spec{color(0)=(\pgf@tmp);color(25)=(\pgf@tmp)}%
      \else%
        \ifnum\pgfutil@tempcntb<\pgfutil@tempcnta\relax%
          \pgfmathparse{25+\pgf@step/4+(\pgfutil@tempcntb-1)*\pgf@step}%
          \edef\pgf@spec{\pgf@spec;color(\pgfmathresult)=(\pgf@tmp)}%
        \else%
          \edef\pgf@spec{\pgf@spec;color(75)=(\pgf@tmp);color(100)=(\pgf@tmp)}%
        \fi%
      \fi%
      \advance\pgfutil@tempcntb by1\relax%
    }%
  \fi%
  \csname pgfdeclare#2shading\endcsname{#1}{100}\pgf@spec%
}

\createshadingfromlist{shading1}{vertical}{red,yellow,green,cyan,blue}
\createshadingfromlist{shading2}{vertical}{red,yellow}
\createshadingfromlist{shading3}{vertical}{black,blue,cyan,white}

\begin{document}
\begin{tikzpicture}[colorbar arrow/.style={
  shape=double arrow,
  double arrow head extend=0.125cm, 
  shape border rotate=90, 
  minimum height=5cm,
  shading=#1 
}]
\node [colorbar arrow=shading1] at (0,0) {};
\node [colorbar arrow=shading2] at (1,0) {};
\node [colorbar arrow=shading3] at (2,0) {};
\end{tikzpicture}  
\end{document}

An example with PSTricks. Run it with xelatex

\documentclass[pstricks,border=12pt,12pt]{standalone}
\usepackage{pstricks-add,pst-slpe}
\begin{document}
\begin{pspicture}(9,10)
\psset{doublesep=1cm}
\psBigArrow[fillstyle=slope,slopebegin=cyan!100!white!80,slopeend=black,slopeangle=0](1,0)(1,10)
\psBigArrow[fillstyle=slope,slopebegin=red,slopeend=blue,slopeangle=0](4,0)(4,10)
\psBigArrow[fillstyle=slope,slopebegin=red,slopeend=green,slopeangle=0](7,0)(7,10)
\end{pspicture}
\end{document}