It's common knowledge that a blue flame is hotter than a red/orange frame. While I'm not entirely sure that is true, having never tested the fact with my own appendages, many reliable sources seem to say it's true. But why, really, is a blue flame hotter? The answer lies with a bit of science on the nature of "light".
Light with higher frequencies (towards the blue/violet end of the spectrum) contains more energy than light towards the other end of the spectrum, the red/orange end (light in this case refers to all electromagnetic radiation - from gamma to radio waves). And when objects are heated, they radiate energy in the form of light. As you can see in the attached image, this pattern of radiation follows a predictable function dependent upon temperature and wavelength. While certain materials emit certain wavelengths better than others, the general trend is that, the hotter the object the is, the more power it will output at higher and higher frequencies. In other words, a blue flame is emitting more energy at higher frequencies because it is hotter. Theoretically, purple flames would be even hotter, and would most certainly look cooler.
The big lesson is that there are plenty of ways to quench your curiosity about flammable objects with your eyes, and not your various limbs. Although I guess you can always try.