I am replaceing a fan speed control switch. It is a four wire pull switch that is marked "L", "1", "2" & "3" with wiring coming out of each location. The color of the wires are different than the switch I am replacing. How do I wire in the replacement switch?

You match up the L 1 2 3 with the L 1 2 3 of the original switch. See:

Ceiling fan pull chain replacement and repair - Ceiling Fans N More