How to colour the list-style-type auto-generated numbers?

There is a way in CSS3, using the Generated and Replaced Content Module. With this technique you don't have do add any extra mark-up to your HTML. Something like this should do the trick:

ol li {
    list-style-type: none;
    counter-increment: list;
    position: relative;
}

ol li:after {
    content: counter(list) ".";
    position: absolute;
    left: -2.5em;
    width: 2em;
    text-align: right;
    color: red;
}

Well, the kicker is that the numbers are technically generated inside the <li>, so anything you do to the <li> will affect the number. From the spec:

"Most block-level elements in CSS generate one principal block box. In this section, we discuss two CSS mechanisms that cause an element to generate two boxes: one principal block box (for the element's content) and one separate marker box (for decoration such as a bullet, image, or number)."

Notice that both the marker box and the principal box belong to the same element - in this case, the list item. Accordingly, we should expect all <li> styling to apply to both the marker and the content. This is also not surprising if you think about it as though the list item itself is generating the numbering content (which effectively it is doing in CSS terms). This is confirmed later on when the spec continues:

"The list properties allow basic visual formatting of lists. As with more general markers, a element with 'display: list-item' generates a principal box for the element's content and an optional marker box. The other list properties allow authors to specify the marker type (image, glyph, or number) and its position with respect to the principal box (outside it or within it before content). They do not allow authors to specify distinct style (colors, fonts, alignment, etc.) for the list marker or adjust its position with respect to the principal box."

So because the marker belongs to the list, it is affected by the <li> styling and isn't adjustable directly. The only way to achieve a different styling for the marker is to insert a <span> inside the list item, and style the span with the properties you want to be different from the marker.

This should work:

<ol id="footnotes">
    <li><span>This is the first footnote...</span></li>
    <li><span>This is the second footnote...</span></li>
</ol>

#footnotes li { color: #f90; }
#footnotes li span { color: #000; }