Can I change the color of the last selected face? Can I change the color of the last selected face, so that it is the same as the other selected faces?

Here, I've selected the left face then the right face. Note the right face is some sort of checkered or dithered pattern, and just the outline has the nice orange 'selected' color.



Here I've selected the top face, note the right face has now the nice color.



And here I've deselected the top face. Now, both of the remaining selected faces have the nice color. This is the result I'd rather see instead of image 1.
Yes.

In CtrlAltU> User preferences > Themes > 3D view:




The Face Selected color controls the color of the selected face
The Active Vert/Edge/Face color controls the color of the last selected face.


However, I wouldn't recommend making these colors too similar, as there are differences between the selected faces and the last selected face (active) and it might be confusing if you can't tell if a face is active or selected.

Reducing the alpha can help smooth it a little.
Comparison of default setting and with it set to the same color as selected faces:

 

Note that this value also affects active vertices and edges as well as faces.