Fire is usually orange and yellow, but why is the fire on the stove purple?

LPG Gas burns with a blue flame.

http://scienceline.ucsb.edu/getkey.php?key=3004

Natural gas is primarily composed of methane, although also present are other chemicals such as propane, butane, isobutane, pentane and heptane...Burns with a blue flame ...
http://www.roanokegas.com/aboutus/origin.html

Products such as wood or kerosene that can burn with an orange or yellow flame are the result of incomplete combustion

If your flame burns with a purple flame the there is likely to be some potassium/potash product being burnt on the bottom of the cooking utensil .

It's as simple as "different things create different colors when they burn"

Certain substances when heated or burnt at certain temperatures give vertain colours(oxides of metals produce characteristic colors when exposed to a burner flame) e.g. Sodium gives an orange colour. When next you are cooking throw a very small quantity of common household salt (sodium chloride)onto your gas burner. It is safe. Note the beautiful orange colour.

Other substances give these colours:
Cobalt gives a fantastic blue.
Iron gives red
Chromium is an incredible yellow
Copper gives a beautiful green and a blue
Strontium - red
Potassium - violet
http://www.sciencecompany.com/Creating-Flame-Colors.aspx
My favourites are copper, chromium and cobalt... Hope this helps K :)

A flame will also be a different colour depending how hot it actually is. Flames vary tremendously depending upon the gases (or other fuels) being burnt and the exact proportions of them, giving a huge range of temperatures. A candle flame is relatively cool, very inefficient in combustion and creates soot particles. A bunsen burner can be exactly the same. If you think back to physics and chemistry lessons at school. The flame could be adjusted with a collar that rotates at the bottom. Fully closed you would get a uncontrolled mostly yellow flame which would also produce soot. Open the collar so that air mixes with the gas before combustion and the flame becomes controlled, starts to make a noise as the flame becomes more intense, turns into a blue flame. More air produces a pale blue cone at the base of the flame, the tip of this is the very hottest part. So you are still burning the same substance but by increasing the air (actually oxygen) content of the gaseous mixture the flame changes dramatically.
[ from an article at chem.ch.huji.ac.il on the history of the bunsen burner which is no longer online ]

Some substances burn with a flame that is invisible in a lighted room, or outside during daylight, and these are obviously very dangerous. Most alcohols do this - if you have ever seen a methanol fire (or not seen it) in the pits at an Indy Car race, marshals fight 'non-existant' flames. A driver on fire is not the movie stunt image where there are huge bright flames, but just a guy rolling on the ground, waving his arms about etc. By introducing an 'impurity' to the gas/fuel this can be overcome, different colours depending upon the additive.

'Last year an Indy car driver left the pits with the fuel line still attached, triggering a massive methanol fire in the pit lane. A methanol flame is almost invisible in daylight, which has led Indy car to introduce flame colouring additives to the fuel. Formula One has banned the highly volatile and highly toxic 'Jungle Juice' fuels of the turbo era, which also burned without visible flame. Instead, Formula One cars must all use the same approved fuel. '
[ benchapman.com/project/history3.html webpage no longer exists ]