I've been watching through the colour seasons of Laramie, and it's been impossible not to notice the intentional colour choices for Jess and Slim's outfits. Jess is always in cool colours, mostly blue and black, and Slim wears warm reds and browns. This of course is probably meant to reflect their personalities and backstories (Slim as passionate and morally upright, Jess as wandering ex-gunfighter, etc.)
They are even colour coordinated when they've just rolled out of bed:
The one thing that they both wear that doesn't match their usual tones is their jackets, in which they each wear the other's colours (the pockets and collar of Slim's jacket are dark blue and Jess's are a reddish brown).
I just... think that's sweet :) It shows that they are connected. Each one completes the other. It's also worth noting that sometimes, like in the GIF below with his red and blue checked shirt, little Mike is wearing both of their colours, symbolizing his connection to both of them.