For what its worth...I have worn black ball bags no matter what color shirt I wore...including my professional career...and I was never deducted on any evaluation for wearing such bags. (For what its worth I have never owned, nor worn a cream, grey or red shirt.)
A quick survey of the pictures at
http://www.umpirepictures.com/
showed that some international league umpires wore black bags with their navy shirt, while others wore navy bags with their navy shirt.
Personally, I like black shoes, black belt, black bags, black mask and black indicator. I just think they all tie in nicely together. I know some use a metal (silver) indicator, or navy belt and/or bag etc. But to steal a line from Wesley Snipes, with me, always bet on black.
P.S. Lose the damn wristbands.