Three colors have come out across two different versions of the North American release of the MP-01 mold.
The first two came out with the initial 20th Anniversary Classics line MP Optimus release, which featured similar colors to the Japanese MP-01, but with added "battle damage". One run had a black gun, while the other was dark grey.
The blue gun came with the "DVD edition" release a few years later, which included slightly brighter paint apps as well as a talking electronic stand.
Also, just as an aside, the gun-mode Megatron that comes with this figure actually fits quite nicely with Sideshow's original Cobra Commander.
Personally, to throw another opinion into the MP-10/HT debate, I actually like the HT version best. MP-10 is a great figure of course. As a transforming toy it's probably the best representation of G1 Prime we have, but overall I think that the HT version is a better representation of Prime as a robot. There are issues of course (the matrix being one of my biggest peeves), but without having to make sacrifices in order to incorporate the alt-mode they were able to achieve the look that I think G1 Prime has evolved towards. Comparing this release to the Pat Lee image you see on the Takara re-issue of Prime, HT just seems to capture that type of look in a lot of ways that even MP-10 doesn't. Again, MP-10 is a great transformer, but HT TF-001 is a great Optimus.