Have a google of Z4m caliper colour or similar and look through the images, few examples on there.
Red gives the best contrast with blue IMO without looking to in your face, as lets be honest the calipers aren't amazing anyway so personally I wouldn't want to draw too much attention to them by going crazy.
Forget yellow actually, seen a pic on google, looks gash with blue!
Blue on Blue would look a bit odd as well I think, know its the performance BMW colour but if your gonna do it may as well have a bit of contrast.
I had mine painted red with a detail I had done, was a bit of a test but looks pretty good so kept it. Didn't consider any other colours tbh.
No pics as cars locked away in the garage at the mo