Its easy change the color of UISegmentedControl. I found various solution like this, this site and the best this solution. But none was what I want.
I tried create a simple thing and it work very easy, this was my code: (I am using the iOS 4.2, not the 5.0 and xcode 4.0.2)
id segment[3];
UISegmentedControl *segmentedControl;   
- (id)init
{
    NSArray *itens = [NSArray arrayWithObjects: @"Option 1", @"Option 2", @"Option 3", nil];    
    segmentedControl = [[UISegmentedControl alloc] initWithItems:itens];
    [segmentedControl setFrame:CGRectMake(0, 0, 500, 30)];
    [segmentedControl setSegmentedControlStyle:UISegmentedControlStyleBar];
    [segmentedControl addTarget:self 
                    action:@selector(segmentedControl:) 
          forControlEvents:UIControlEventAllEvents];
    switch (type) {
        case type1: [segmentedControl setSelectedSegmentIndex:0]; break;
        case type2: [segmentedControl setSelectedSegmentIndex:1]; break;        
        case type3: [segmentedControl setSelectedSegmentIndex:2]; break;        
    }
    for (int i=0; i<3; i++) {
        //The most important trick to work, have to retain the subviews
        segment[i] = [[[segmentedControl subviews] objectAtIndex:i] retain];
    }
    [self changeColor];
    [self addSubview:segmentedControl];
    return self;
}  
- (void)segmentedControl:(id)sender 
{
    //do some thing
    [self changeColor];
}
- (void)changeColor{ 
    for (int i=0; i<3; i++) {
        [segment[i] setTintColor:[UIColor lightGrayColor]];
    }
    int select = segmentedControl.selectedSegmentIndex;
    [segment[select] setTintColor:[UIColor blueColor]];     
}
So it create this:

Very good, then I click in Option 2

Wow, this is exacly what I want, so click in Option 3

Now the problem, this stupid blue line (marked in red square) between Option 1 and Option 2. If I click in Option 1 again, I will have:

Than the blue line appear again. This mean that every left side on old clicked segment (but not with the first) will have this blue line. If I go from right to left it not happens.
I have no idea how to solve this. How can I access this line and change your color? Or I will have to use other codes. Maybe they will have the same problem...
 
     
    