I bought some sweet potatoes at the market yesterday. The skins were light and the potato itself is bright yellow. They do come in red. This is in this area. In other places, they can have different kinds of sweet potatoes.
Yams usually have dark orange skins and the potatoes themselves are bright orange.
There is a difference between a sweet potato and a yam. Yams are drier and take a lot more butter to moisten. The flavor of a yam is a bit stronger than a sweet potato.
All of the pictures are from Wikipedia Commons.
This picture is of three different types of these root vegetables by, Pdemchick.