I would say, there's a solid no, here.
Unless, y'know. You'd be willing to smell some fluorine, which, although, technically odorless, that's only because it tends to destroy the nerve receptors that actually handle smell. (Even this isn't technically true. Fluorine is smellable, to some extent, but only off of certain rocks.)
Something else that would be technically colorful, I suppose, would be iodine vapor. This is actually a very, very pretty violet color. However, this is neither nontoxic nor odorless. Nor tasteless. In fact, it's pretty toxic if you breathe it in.
Same goes for the rest of the halogens, really.
The problem with gases and color, is where color actually comes from and how you perceive it. Photons bounce off of whatever, the thing it bounced off of absorbs a few spectrums of light and reflects others, and you perceive the result of this process as color. (This is not true for light emitters. With light emitters, it emits the spectrum you perceive as color.) The issue is, there's not much for light to bounce OFF of, when it comes to gas. It's just so diffuse in the air, so there's not much for molecules to bounce off of.
Even when in liquid form, they're still really tiny molecules. Only oxygen is a faintly blue color. The halogens form fairly opaque liquids, but I have no idea why you'd want liquid halogens running around.
As for whether it's useful to describe a gas as colorless and odorless: Yes. In fact, it's extraordinarily useful for issuing warnings to anybody. Telling people that something that can potentially kill you, and then proceeding to tell them they can't see this thing at all, tends to invoke a heightened state of awareness for their own safety. Which is the goal, after all.