Production shots of the X-Men movie, found on
IMDB. Very few are in color, but you can just see Scott's gold/blue trim, Jean Grey with a green belt buckle, Logan with orange piping on his suit, and Storm with her silver trim as well.
Yahoo Movies has the same photos, and as a fairly official source, they would likely not accept fan photos for their galleries.
Further production shots, from Marvel's official wiki:
Jean
Jean2
Jean3
Scott (note the blue X on his collar)
Storm 1
Storm2
Storm3
And let's go to the video:
X-Men. Granted, the action makes it hard to see the smaller details, but if you pause at :38, you can see Scott's blue X on the back of his suit (full-screen if you can't see it at first), Storm's silver is in just about any shot, Logan's orange suit is seen at 3:00-onward, and in the
next part of the movie, you can see Scott and Jean's costumes a little bit clearer at about 2:50.