tl;dr: Finding the best LEDs (colored or "white") for colored inserts in pinball machines is always going to take a lot of luck and/or trial and error unless you have some pretty expensive scientific equipment.
Scientifically, there is a lot going on when using LEDs with colored inserts. LEDs are narrow-spectrum light sources. For example, a "white" LED is made up of 3 narrow wavelength LEDs: Red, Green, and Blue. The red, green, and blue cones in your eye are each stimulated the right amount, so your brain thinks the light is white. But really it's just R (~700nm), G (~530nm), and B (~470nm). So if you have a yellow insert with a "white" LED, it might look dimmer than it does with an equivalent brightness incandescent light because it's going to filter out a lot of the R, G, and B, while the incandescent is actually producing light at the yellow wavelength. Conversely, you can make a yellow LED that outputs "true" (~580nm) yellow (which I think is how most yellow LEDs are made), which might appear brighter through a yellow insert.
But that said, the "yellow" insert may well be colored by a combination of red and green dye instead of a pure yellow dye. In which case the R and the G may come through the yellow insert just fine and you'll get a brighter yellow with a "white" (really RGB) LED than with a true yellow LED. This may explain chuckwurt's experience with yellow LEDs.
So, depending on how your LED is constructed (1 "exact" wavelength vs 2 or more to create the appearance of different wavelengths), how your inserts are colored (same deal - one wavelength or a combination), and the exact wavelengths used in each ("green" is 495nm to 570nm, so a 520nm LED with a 530nm green insert is going to pass a lot more light than the equivalent brightness 500nm LED through a 550nm filter), you can get wildly varying results. You also have to consider the shape (transparency vs wavelength) of the filtering done by the inserts.