I found out what the issues are. The plugins simply haven't been updated for the most recent versions of EE.
I use a different locations for my third_party folder. The url in most of these plugins look for the theme directory in the default location using this url:
But, there's also a config variable avaialable for getting the defined third_party theme directory:
So, in any of these color picker plugins, just open the PHP file that comes with them and update the url to the theme files.
You can find a list of hidden EE config variables here: http://ellislab.com/expressionengine/user-guide/general/hidden_configuration_variables.html