Purple, the way it becomes either more red or more blue with different types of light.

Dunno, any light really. it's up to you ^^

Then again, I'm no artistic expert xD I don't have a vast big experience in that field.

All of them. Under different lighting.

There's also texture to think about too. Rough diffuses more, and smooth reflects more.

But greyscale is always the first choice for shading practice as you will use it the most for blocking out color in large compositions.