Color contacts can potentially look creepy, especially if they really don't go with your eyecolor. They can look horrible even if they do match a bit, though! I saw this girl (who happened to be asian) wearing green/hazel contacts over brown eyes and looked just awful...or maybe they were just a different shade of brown, but they were so obviously fake and made her eyes look awful.
Some colored contacts can look beautiful, though. I especially like the kind that only goes kind of in the middle and out to compliment your own eyecolor rather than covering it a bit more completely. This probably wouldn't look good in blue over brown eyes, but...oh, well. I don't know how this type of contact would work if you want a really drastic change.
Grey sounds beautiful. I really like grey eyes. They're unusual and also lovely (especially on someone asian). Also, the fakeness wouldn't be too obvious, but they would also be striking on as asian face at the same time.
Try different colors to see what you like, though. Who knows? Maybe the blue will look smashing and the grey will be a bust. It's entirely possible! In fact, deninitely try the blue, but don't be bummed if it doesn't happed to work. I would go in with some idea of what color to get and then see what really looks the best rather than having your heart set on a color and getting theem even though they look dreadful .
Don't get anything that makes your eyes look too much like you have solid caps over your irises as that will certainly detract from your eyes' beauty, not add. Certain shades look especially like this, although some of them are quite bearable. This is what particularly bothered my about that other girl's eyes, but I've seen some that work even in colors like violet.