Really, everything looks nice on a grey. They are a neutral colour so anything pops. I agree with @Woodhaven though, that black on grey is particularly classy. Maybe it's because my daughter's grey did a lot of dressage, but I have come to appreciate conservative tones. That said, the top photo with the burgundy was particularly stunning.
In the end, you have to wear what is tolerated in your discipline. I do prefer rich/dark colours on greys more than lighter, pastel colours (though lilac can work).
I agree...greys (especially white greys) look good in just about anything...but especially darker or jewel tones. Out of the pictures, I like the burgundy, navy and magenta best. Black is also really nice...especially with some white piping