How can you tell if an orange is ripe?

According to the staff at QI, you can't go by its color:

You can’t tell the ripeness of an orange by its colour, no matter where it’s from. If an orange is unpicked, it can stay on the tree until the next season, during which time fluctuations in temperature can make it turn from green to orange and back to green again without the quality or flavour being affected. 

Another interesting fact is that Alexander the Great artificially colored his hair:

Alexander the Great washed his hair in saffron to keep it a lovely shiny orange colour. During his time saffron was as rare as diamonds and more expensive than gold.