You probably didn't get screwed, but likely paid MSRP or really close to that. Which is still the case on the majority of the Elements. So, what to do now to get the color you want? Well, here's a few ideas:
1)Put your E up for sale on Ebay. I know this is a pain and you might get some buyers that bid and aren't realy buyers. I would think you would reach a larger market this way and might reach someone in an area where E's are still really hard to get. Take quality photos and explain why you are selling your E and that it has no problems.
2)Put your E up for sale at Autotrader. I think they still run your ad for the same price until your vehicle sells. Again, take quality photos.
3)Post at all the E forums that you have a brand new E for sale, less than a new one.
4)If you do end up trading it in at least you don't have to pay taxes again (at least not much). I'm just guessing here, but you can probably expect to pay a difference of around $2000 to $3000 to get a new one in the color of choice.
The problems you will run into, is if you sell your E on your own, even for MSRP, unless you have a dealer that will let you use your E as a trade-in, you lose out on the taxes and fees you paid when you got your E. That alone is a pretty sizeable hit. I have no idea what the market is like in California, but I am suspect the E's are pretty hot there. California also has several dealers that are the largest in the country and have the highest certified pre-owned sales in the country, so they might have a pretty strong interest in buying/trading for your E.
Well, not sure I have helped any. You might have to suck it up and learn to love the color you have now. The blue and orange and my two favorite colors and I think I would have a tough time deciding between the two myself. They are both awesome colors. Good luck either way.