The only way to get any coloured chocobo other than Yellow and Gold is through breeding. If you defeat Ruby WEAPON you can trade the Desert Rose with the Kalm Traveller for a Gold Chocobo. It's no good at racing, but can access all the areas of the map.

If you need one to get into the Ancient Forest, you could defeat Ultimate WEAPON. When that (SPOILER)explodes it will open a pathway to the forest, so you can just walk into it.