Can I draw point by a list of gray level in matplotlib.pyplot?

Question

As we know, if we want to give color to a point, we should do this.

import matplotlib.pyplot as plt
plt.plot(arrayOfX, arrayOfY, 'o', markersize=5, color = '0.0')

And I will get a picture with lots of black points.

What I want to do is I want every point with different color.

The syntax below is not correct, but can describe what I want to do:

plt.plot(arrayOfX, arrayOfY, 'o', markersize=5, color = color_list)

where the color_list contains every point's color.

Now I have an idea like this:

for i, color in enumerate(color_list):
    plt.plot(array(arrayOfX[i]), array(arrayOfY[i]), 'o', markersize=5, color = str(color))

which is extremely stupid but workable...

I might need a more elegant solution. Thank you all!