In Breaking Bad, it is seen in a mass sense that Marie has the entire home decorated in as much purple as possible:
What is the significance with this colour in connection to her behaviour or even in relation to Hank's personality?
You are indeed right that Marie appears to have an obsession with purple, which is very clear in the earlier seasons (she's always wearing something purple) and as you've shown in your screencap her home is very much covered in purple furnishings.
The origins of this obsession are covered in an interview with Betsy Brandt (the actress who plays Marie) by AV Club:
In the beginning, my character… I didn’t have a lot of text, so I didn’t have a lot to go on, so I went with what I had. We were all assigned a color—mine was purple—and I said, “Well if her color is purple, then I think she just loves purple. She is really, really into purple.” She’s that kind of person. She doesn’t do anything half-assed. And Vince said, “Great!” And now everybody’s color has changed except for mine. I’m like, “How come everybody else’s color is changing, and mine’s not?” And [costume designer] Kathleen Detoro said, “Vince likes you in purple.” [Laughs.] So I’ve kept the purple, but then they’ve added in yellow, and this season I’ve had maybe one or two things that were black.
The following has already been brought up in a comment, though from a user who already vanished, and might just be a little addition to the other interesting answers, but it definitely deserves its own answer.
And in particular about Marie (who pretty much sticks out with her prevalence of purple) it has to say
What makes Marie noteworthy isn’t that she wears all purple, all the time. Rather, it’s the very rare occasions when she’s not wearing purple that practically scream at the viewer. For instance, she wears black when her kleptomania flares up. She wears black again when she’s in protective custody of the DEA after the threat on Hank’s life at the end of Season 4. And then finally, she turns yellow just before Hank makes his massive discovery at the end of the first half of Season 5.
(The last fact is also relevant when seen in connection to this related answer about the remote controlled car, which also presents many thoughts about the usage of color in the show, especially about yellow being a signal of danger.)