As far as African Cichlids are concened Mbuna have the most personality. but color wise Peacocks take the cake IMO, for best color they should be kept in groups of 1m to 4 or 5 fm.
There are alot of mbuna species available in the hobby that are not one solid color. In fact I think they outnumber the one solid color species.
Additionally, depending on the species, female mbuna's can be just as colorful as the males (which is not the case with peacocks).