The original TIE models made for ANH in 1977 were blue; however, they where recolored to a lighter gray and were filmed that way before the composite stage because the limitations of the blue screen technology made the TIE's transparent. I think the initial film release for ANH back in 1977 had all the TIE's gray. I do know all the film re-releases and video releases have them with the bluish tint Just like Ady has pointed out.
That blue screen pic that monroville posted is accurate. That TIE is gray.
The TIE's in ESB and JEDI were more gray with a bluish hue added in post.