We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t} -\frac{1}{2}Δ\right) u(t,x) = ρ(u(t,x)) \:\dot{M}(t,x), \] where $\dot{M}$ is a spatially homogeneous Gaussian noise that is white in time and colored in space, and $ρ$ is a Lipschitz continuous function that vanishes at zero. These results are obtained for rough initial data and under Dalang's condition, namely, $\int_{\mathbb{R}^d}(1+|ξ|^2)^{-1}\hat{f}(\text{d} ξ)<\infty$, where $\hat{f}$ is the spectral measure of the noise. We establish the comparison principles by comparing either the diffusion coefficient $ρ$ or the correlation function of the noise $f$. As corollaries, we obtain Slepian's inequality for SPDEs and SDEs.