I find the easiest way to use colored vertices in a Shape.

1. color blue = color(0, 0, 255);
2. color yellow = color(255, 255, 0);
3. 
   
4. void setup() {
5.   size(600, 400, P2D); // will also work in P3D and OPENGL. Will not work in JAVA2D (default renderer).
   
6.   noStroke();
7. }
8. 
   
9. void draw() {
10.   background(0);
11.   gradientRect(50, 50, 500, 300, blue, yellow);
12. }
13. 
    
14. void gradientRect(int x, int y, int w, int h, color c1, color c2) {
15.   beginShape();
16.   fill(c1);
17.   vertex(x,y);
18.   vertex(x,y+h);
19.   fill(c2);
20.   vertex(x+w,y+h);
21.   vertex(x+w,y);
22.   endShape();
23. }

If you need it in Java2D mode, you can draw lines. It was one of my first Processing code...

1. final color START_COLOR_TOP    = #335533;
2. final color START_COLOR_BOTTOM = #55AA55;
3. final color END_COLOR_TOP      = #333355;
4. final color END_COLOR_BOTTOM   = #5555AA;
5.  
6. final int MAX_FRAME_NB = 200;
7.  
8. color InterpolateColor(color startC, color endC)
9. {
10.   return lerpColor(startC, endC, (float) (frameCount % MAX_FRAME_NB) / (float) MAX_FRAME_NB);
11. }
12.  
13. void DrawBackground()
14. {
15.   color topColor = InterpolateColor(START_COLOR_TOP, END_COLOR_TOP);
16.   color bottomColor = InterpolateColor(START_COLOR_BOTTOM, END_COLOR_BOTTOM);
17.   for (int l = 0; l < height; l++)
18.   {
19.     color sc = lerpColor(topColor, bottomColor, (float) l / (float) height);
20.     stroke(sc);
21.     line(0, l, width - 1, l);
22.   }
23. }
24.  
25. void setup()
26. {
27.   size(500, 300);
28. }
29.  
30. void draw()
31. {
32.   DrawBackground();
33. }

(Rewritten as I used that as background of a QT movie.)

Thanks guys!