Actually there seems to be yet another option (which I only noticed recently, when running into the problem described above):
git diff --no-index <file1> <file2>
# output to console instead of opening a pager
git --no-pager diff --no-index <file1> <file2>
git diff --no-index <file1> <file2>
# output to console instead of opening a pager
git --no-pager diff --no-index <file1> <file2>
If you have Git around (which you already might be using anyway), then you will be able to use it for comparison, even if the files themselves are not under version control. If not enabled for you by default, then enabling color support here seems to be considerably easier than some of the previously mentioned workarounds.