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I am putting together a Space Marine army. I have see in the past certain units with their helmets painted in different colors other than marine blue. Like Dev squads with red helmets and vets with white helments.

Is there any order of color whether Ultra Marine or plain Space Marine?

i.e...
Sergeant - Yellow Helmet
Veterans - White Helmets
Devastator - Red Helmets

Thanks

DIfferent chapters do things differently.

For your modern Ultramarine, things are generally quite simple.

Basic guys get blue helms.
Veterans get white.
Sergeants get red.
Vet sarges get red with a white stripe.

There might be an odd change here or there (like honor guard, company champions, and the like) or specialist marines. But your basic marine is fairly simple.

Blood angels have red helmets for Tactical squads, yellow helmets for Assault squads, blue helmets for Devastator squads, and gold helmets for Veteran squads.
As mentioned above, Ultramarines have blue helmets, with Sergeants having red, Veteran squads having white, and Veteran Sergeants wearing red with a white stripe, and Company Champions have gold helmets. It's probably also worth mentioning that not all Veterans are in the 1st company, most Command squads will be composed of Veterans.