Exactly as title says. I do not know why I am having so much trouble with this. I have googled many solutions and I cannot find a straightforward answer.
Also, the only method I know is "Gridlines" and there is no option to change colour
Here's an example that uses GridLines that are specific colors at specific positions:
Plot[Sin[x], {x, 0, 10}, PlotStyle -> Directive[Red, Thick],
GridLines -> {{{Pi, Blue}, {3 Pi, Orange}}, None}]

PlotStyle? Do not g**gle, press F1. And aboutGridLines, well, there is an optionGridLinesStyletoo. – Kuba Sep 20 '13 at 02:21