how do you say my favorite color is orange?
You can always use the translation at the home page of the site but it's "Mi color favorito es el anaranjado."
"After the noun: If an adjective classifies a noun, that is, if it is used to distinguish that particular person or object from others that could be represented by the same noun, it is placed after the noun, Adjecives of color, nationality, and affiliation (such as of religion or political party) usually fit in this category as do many others. A grammarian might say in these cases that the adjective restricts the noun."
You can say:
Mi color favorito es naranja
Mi color preferido es naranja
o Prefiero el color naranja