> iMessages are texts, photos, or videos that you send to another iPhone, iPad, iPod touch, or Mac over Wi-Fi or cellular-data networks. These messages are always encrypted and appear in blue text bubbles.
MMS is email-style MIME messages retrieved over HTTP on a data connection. Push notifications for MMS are delivered as a special SMS, but otherwise it's far far closer to internet than cellular, and it's green.
Gray is encrypted to Apple, and then the information is (of course) shared with third parties. Would you consider that to be a private communication? Kind of. It's a gray area...