We study the properties of Brightest Cluster Galaxies (BCGs) drawn from a catalogue of more than 69000 clusters in the SDSS DR6 based on the adaptive matched filter technique (AMF, Szabo et al., 2010). Our sample consists of more than 14300 galaxies in the redshift range 0.1-0.3. We test the catalog by showing that it includes well-known BCGs which lie in the SDSS footprint. We characterize the BCGs in terms of r-band luminosities and optical colours as well as their trends with redshift. In particular, we define and study the fraction of blue BCGs, namely those that are likely to be missed by either colour-based cluster surveys and catalogues. Richer clusters tend to have brighter BCGs, however less dominant than in poorer systems. 4-9% of our BCGs are at least 0.3 mag bluer in the g-r colour than the red-sequence at their given redshift. Such a fraction decreases to 1-6% for clusters above a richness of 50, where 3% of the BCGs are 0.5 mag below the red-sequence. A preliminary morphological study suggests that the increase in the blue fraction at lower richnesses may have a non-negligible contribution from spiral galaxies. We show that a colour selection based on the g-r red-sequence or on a cut at colour u-r >2.2 can lead to missing the majority of such blue BCGs. We also extend the colour analysis to the UV range by cross-matching our catalogue with publicly available data from Galex GR4 and GR5. We show a clear correlation between offset from the optical red-sequence and the amount of UV-excess. Finally, we cross-matched our catalogue with the ACCEPT cluster sample (Cavagnolo et al., 2009), and find that blue BCGs tend to be in clusters with low entropy and short cooling times. That is, the blue light is presumably due to recent star formation associated to gas feeding by cooling flows. (abridged)