I like my orange side markers. (There is always one in every crowd! ) I think the amber side lights add a bit of contrasting bling to my Graphite Metallic SRT. (more color along with the amber side lights and red tailights.)
Some car colors will be enhanced, some not. Light colored cars probably benefit with the clear lenses. In all cases it's personal choice.
Here's what needs to be shared to avoid any 'surprises'
Sidemarkers are mandatory in the USA; amber light and reflector in the front, and red on the rear. European countries do not require them. (The consolation is that they're easily changed.)

The US DOT regulation requires an amber front side reflector and an amber front side light. So it's the reflector rule that's driving the side marker color for North American cars (Canadians just get sucked into US market requirements).
The DOT mandates amber markers per "SAE J592: Clearance, Side Marker and Identification Lamps". Any carmaker selling a new car in the US is bound by these regulations. State laws usually follow the federal mandate but might vary slightly. You can do whatever you want, that is, unless you must pass a state inspection in which case you might fail or risk getting a fixit ticket, although maybe unlikely for a sidemarker.

Similarly, planes and boats have red lights on their right sides and green lights on their left sides. (Just for clarification, that would be red on the port (left) wing and green on the starboard.