Colours
You can colour the letters in your name by using ^ followed by a single value from 0 to 8 or a cXXX (0-9 in place of x as RGB) value, to get black letters in your name use ^9

^1 = Red
^2 = Green
^3 = Yellow
^4 = Blue
^5 = Cyan
^6 = Magenta
^7 = White
^8 = Grey
^9 = Black

seta ui_name "^1C^2o^3l^4o^5u^6r^7s"

OR

seta ui_name "^c900C^c090o^c990l^c009o^c099u^c909r^c999s"

Will show your name as:

Colours

Rico of 'The Justice Department' clan ( [TJD]Rico ) has put together a page that shows the full colour range now available in Quake4



Icons
You can also add weapon and other icons in your name using the following codes ^iw00-^iw09, ^idm0-^idm1 

^iw00 = Gauntlet
^iw01 = Machinegun
^iw02 = Shotgun
^iw03 = Hyperblaster
^iw04 = Grenade Launcher
^iw05 = Nailgun
^iw06 = Rocket Launcher
^iw07 = Railgun
^iw08 = Lightning Gun
^iw09 = Dark Matter Gun

A full list of icons and codes can be found at Banditsteals