Upgrading from:

Graphics`Colors`

Color names are available in the new kernel function ColorData.

The specification for the color azure:

Version 5.2 << Graphics`Colors`;
Azure

A list of color names:

Version 5.2 << Graphics`Colors`;
Take[AllColors, 10]

CMYColor, YIQColor, and HLSColor were available in previous versions of Mathematica and are now available on the web at library.wolfram.com/infocenter/MathSource/6812.