While I absolutely love what people have done to extend the customization and user-interaction of websites, I am not a fan of screwing with browser level or OS-level UI. I feel that having that consistency between all of your applications builds productivity. I know it sounds silly, that the color of a scroll bar could affect your productivity, but I personally feel that it does. Most people today are familiar with tabbed browsing, if all of your tabs have a consistent feel to them, except this awkward one with different colors, it throws you out of whack.
I know this is a magic forum, so I'll throw something out there that might be a little familiar. Anyone familiar with Derren Brown's work, or the wave of NLP research he brought to that magic community has undoubtedly seen the clip of him asking for a man to hand over his wallet and keys. This was (apparently) done with the 'handshake interrupt' method of covert hypnosis. What happens is that your brain is processing an unconscious action and then is interrupted. This causes your brain to start hunting for direction, "Give me your wallet" is direction. The same kind of phenomenon can occur with a user's browsing experience (on a much lower level of course) where they are browsing and switching tabs. Subconsciously expecting a certain result and then they are interrupted with this unusual scroll bar. It can take them a moment to process what's happening.
A website's core purpose, usually, is to deliver information to a viewer. When they have to stop to process the color of the scroll bar, this slows down (albeit only a little) the rate at which that information can be received.
Wow, that was an awfully long and drawn out explanation of why I am against colored scroll bars.