You must change the 'base' and 'text' parts of the widget's style. You can also edit the 'foreground' property. Some useful shorthand methods to change those style properties inherited from gtk.Widget are:

  widget.modify_fg(state, color)
  widget.modify_bg(state, color)
  widget.modify_base(state, color)
  widget.modify_text(state, color)

Windowless widgets such as gtk.Label, gtk.Button, gtk.Paned, gtk.Frame, etc, (see FAQ 3.5) despite inheriting from gtk.Widget don't allow changing its background and base color as those properties don't exist for them. If you want to get them you need to insert the widget inside a gtk.EventBox which adds this properties. Example:

    import gtk

    window = gtk.Window(gtk.WINDOW_TOPLEVEL)
    window.connect("destroy", gtk.mainquit)

    label = gtk.Label("one, two, testing...")
    eb = gtk.EventBox()
    eb.add(label)
    eb.modify_bg(gtk.STATE_NORMAL, gtk.gdk.color_parse("blue"))
    window.add(eb)

    window.show_all()
    gtk.main()