Most birds are pretty drab too, and some mammal groups can be quite colourful - look at the primates. As earlier posters noted, it's a complex summation of evolutionary history, locomotory mode, primary communication mode, size and predation pressure. Also it pays to be really garish or even tastefully colourful if you are highly toxic. And it's another way of demonstrating how very fit you are if it does carry a penalty - a lot of male birds are brightly coloured in order to demonstrate that they are such champions that they don't have to worry about predators

- Lars