Thanks all for your help. For anyone who wants to do this in future:
I finally got the answer by email from Claudette at Mathworks Documentation.
set(gca,'ColorOrderIndex',1)
will reset the colour order, so subsequent plot calls will use the same colour set.
So:
% make up some data
X1 = rand(5,3);
X2 = X1+rand(5,3)*0.1;
plot(X1); % draw dataset 1
hold on;
set(gca,'ColorOrderIndex',1)
plot(X2,':'); % compare with corresponding dataset 2
hold off;
will produce comparable solid and dotted lines.
It can be found in the online docs at http://www.mathworks.com/help/matlab/ref/axes-properties.html#prop_ColorOrderIndex - and she will update the page http://uk.mathworks.com/help/matlab/graphics_transition/why-are-plot-lines-different-colors.html with an example.