When I gardened I grew "Royalty" beans (purple, ha!). What I thought was great was that if you want to freeze them, when the color turns green in the blanching pot, they are at the right stage to stop.

I was (miraculously) able to do this with purple beans - though it took a good dousing of lemon juice, a bathing in butter, and some very quick hands. The results were transient at best - within 10 minutes, they beans turned a muddy green, but I was able to snap some nice pictures http://koshercamembert.wordpress.com/2011/08/29/lets-take-a-butter-bath/

It's not easy to undo science, and in this case, the results aren't worth the time and energy to even try. Heat breaks apart the purple molecules on the surface of the beans and broccoli, which exposes the green chlorophyll underneath, which is the exact opposite of what happens in the fall, when cold breaks apart the chlorophyll and leaves turn from green to red, yellow, orange and purple. (A similar chemical reaction caused by heat happens when raw shrimp and lobster go from gray/green to pink/orange when cooked.)

Purple and sweet potatoes, with tubers that develop underground, and blue corn, which matures while wrapped tightly in its husk, purple carrots, blueberries and blackberries, get their color from anthocyanins instead of chlorophyll, so their colors don't dramatically change when they're heated or cooled.

Instead of fighting it, embrace the raw science. Fill a highball glass halfway with ranch dip, ranch dressing or homemade mayo (food52's milk mayo is a good choice http://www.food52.com/recipes/3041_milk_mayonnaise_maionese_de_leite); pinch the stem ends off a handful purple beans and arrange them artfully, stem ends down, into the dip, and fill, as if you're arranging a vase of flowers, with bright orange carrot curls or bell pepper sticks, a couple of whole wax or green steamed beans, whatever other veggies you have that contrast with the purple. Serve one glass per person as a appetizer.

Serve raw broccoli florets in bread bowls that have been filled with hot, thick broccoli, cheese or broccoli-cheese soup.

You could try blanching the beans in beat juice.

I would say gentle, watchful steaming - it works with ALL my veggies. Or alternatively short steaming and then stir-frying. Why I haven't actually cooked purple veggies, my greens stay bright and fresh

Thanks for asking such a great question that I've often wondered about myself, but hadn't ever looked into until now! I found this:
http://ezinearticles.com/?How-to-Keep-Purple-Sprouting-Broccoli-Purple&id=4210833
Sounds promising!!