I think, after listening quite a few times, the Green EP is my favorite. Also, I'm sure you guys did this ages ago, but since I wasn't here then, here's my favorite song from each EP
Black - Never Forgive Never Forget
Red - Deny It All
Orange - A Sea Of Solid Earth
Yellow - Misplaced Devotion
Green - The Inheritance
Blue - The Collapse Of The Great Tide Cliffs
Indigo - What Time Taught Us
Violet - Lillian
White - No God