When I listen to a song, I think of colors too. Sometimes, I see diferent shades for every moment of the song, or I see a landscape. Like Utada Hikaru's "Automatic": that song makes me think about a city at night, with all those lights. And there was once a song that made me blush! XD I think it was Masayoshi Furukawa's "Perfect World". I was 13 at that time, and I remember thinking something like: "Oh, this song must be perfect to listen with a lover..."
Yoko Kanno actually sees colors when listening to certain notes of a song. I think that can be called sinestesia, but I'm not sure about the name
