I'm sure it won't come as a surprise that colonial powers brought many different things to their colonies, depending on where they came from, the nature of the colony (settler or exploitative), and the time period in which they ruled. So, as historians often do, let me offer a specific answer to your general question based on my research interests.

I write about an island in Micronesia called Pohnpei, which between 1886 and 1986 was colonized by Spain, Germany, Japan, and the United States. Each of those colonial powers presided over the island's increasing integration into networks of global capitalism. In Spain and Germany's case, that meant facilitating a small export trade in copra (dried coconut) and a small import trade in metal tools, cloth, alcohol, tobacco, and basic foodstuffs. In Japan's case, it meant building a settler colony with a basic infrastructure that roughly resembled Japan's -- expanding the German road network, bringing electricity to part of the island, establishing some small factories, and eventually building a limited telephone service and a number of small airports. The Americans reestablished a much more limited infrastructure after the Pacific War, much of which was initially intended to make American staff members feel comfortable, and then eventually expanded that infrastructure, boosted the size of the colonial bureaucracy, and created a large import market and a much smaller export market.

Ok. But when historians talk about colonial regimes engaging in economic development activities, it's useful to spend a little time speculating over what sorts of development may have occurred without colonial rule. Global capitalism seeks to integrate "fringe" areas whether they're under formal colonial rule or not, and some scholars have wondered whether a postwar Micronesia would actually have developed in a more balanced, organic way without the United States -- and other colonial rulers -- using outside money and resources to create an artificial economy on the basis of not-always-competent administrators' interpretations of not-always-knowledgable outside consultants' reports.

So we could certainly attribute, say, the construction of Pohnpei's circumferential road to the prewar Japanese planners who laid it out and the postwar American engineers who supervised its construction. But we can neither say with complete confidence that the road wouldn't exist today without colonial rule, nor that it's always been a net benefit for the island. The precolonial system of canoe navigation didn't pollute, didn't foster class inequality (because everyone had one), and promoted exercise -- as many as 73% of the island's residents are now either overweight or obese.

Then, of course, there are measurable things empire left behind that have clearly served the island poorly: smallpox brought by whalers in the mid-19th century that killed nearly 90% of the population, introduced plant diseases that killed the island's wild yams in the 1930s, the blockades and bombings of World War II that destroyed nearly every building in the island's largest town, dynamiting reefs in the 1960s, dozens of failed agriculture projects, and ruined, derelict infrastructure that still stands all over the island.

If you're interested in this stuff, here are a couple of books!

David Hanlon, Upon a Stone Altar: A History of Pohnpei to 1890

Mark Peattie, Nan'yo: The Rise and Fall of the Japanese in Micronesia

Lin Poyer (etc.), The Typhoon of War: Micronesian Experiences of the Pacific War.

David Hanlon, Remaking Micronesia: Discourses Over Development in a Pacific Territory