Most correct way of doing that is to edit the template.
In Visual Studio 2013, right click the button, select "Edit Template" and "Edit a Copy".
Then, modify the style that was created for you - and change the Storyboard for the pressed state (I added a ///////// to wrap the relevant change):
<Style x:Key="ButtonStyle1" TargetType="Button">
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="Button">
<Grid Background="Transparent">
<VisualStateManager.VisualStateGroups>
<VisualStateGroup x:Name="CommonStates">
<VisualState x:Name="Normal"/>
<VisualState x:Name="MouseOver"/>
<VisualState x:Name="Pressed">
<Storyboard>
////////////// MODIFICATION START
<ObjectAnimationUsingKeyFrames Storyboard.TargetProperty="Foreground" Storyboard.TargetName="ContentContainer">
<DiscreteObjectKeyFrame KeyTime="0" Value="Blue"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetProperty="Background" Storyboard.TargetName="ButtonBackground">
<DiscreteObjectKeyFrame KeyTime="0" Value="Pink"/>
</ObjectAnimationUsingKeyFrames>
////////////// MODIFICATION END
</Storyboard>
</VisualState>
<VisualState x:Name="Disabled">
<Storyboard>
<ObjectAnimationUsingKeyFrames Storyboard.TargetProperty="Foreground" Storyboard.TargetName="ContentContainer">
<DiscreteObjectKeyFrame KeyTime="0" Value="{StaticResource PhoneDisabledBrush}"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetProperty="BorderBrush" Storyboard.TargetName="ButtonBackground">
<DiscreteObjectKeyFrame KeyTime="0" Value="{StaticResource PhoneDisabledBrush}"/>
</ObjectAnimationUsingKeyFrames>
<ObjectAnimationUsingKeyFrames Storyboard.TargetProperty="Background" Storyboard.TargetName="ButtonBackground">
<DiscreteObjectKeyFrame KeyTime="0" Value="Transparent"/>
</ObjectAnimationUsingKeyFrames>
</Storyboard>
</VisualState>
</VisualStateGroup>
</VisualStateManager.VisualStateGroups>
<Border x:Name="ButtonBackground" BorderBrush="{TemplateBinding BorderBrush}" BorderThickness="{TemplateBinding BorderThickness}" Background="{TemplateBinding Background}" CornerRadius="0" Margin="{StaticResource PhoneTouchTargetOverhang}">
<ContentControl x:Name="ContentContainer" ContentTemplate="{TemplateBinding ContentTemplate}" Content="{TemplateBinding Content}" Foreground="{TemplateBinding Foreground}" HorizontalContentAlignment="{TemplateBinding HorizontalContentAlignment}" Padding="{TemplateBinding Padding}" VerticalContentAlignment="{TemplateBinding VerticalContentAlignment}"/>
</Border>
</Grid>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>