I know that I can pass some values between Activities using intent.
However, if I want to pass whole Activity to another Activity I think it is not good approach.
Is there another way to do that?
I have Settings Activity in which I am changing some Colors. So after I come back to my Main Activity I would like to apply those colors. To do this, I need access to MainActivity fields after I change Color value, so inside PreferenceActivity. In other words, I want to have access to Main activity fields from PreferenceActivity class. Any ideas?
You should be using a SharedPreference and then accessing that in your main activity. I recommend you reading up at http://developer.android.com/guide/topics/ui/settings.html because it seems like you are implementing your settings activity incorrectly. The part you might be specifically interested in is the "Read Preferences" section. However, I strongly suggest you read through the whole thing and then implement your settings the proper way.
Updated answer with the 3 different ways (that I can think of):
1) Start your preference activity using startActivityForResult(), then in your onActivityResult() access the SharedPreference and make your necessary changes. See here
2) Register a SharedPreferenceChangeListener with your MainActivity, which will be called when any changes happen to your SharedPreference. See here for a detailed discussion. Also see my initial response.
3) In your MainActivity's onResume(), access the SharedPreference and then make your changes there. I do not like this method because you will be cluttering onResume() with more logic and you will also probably have to have a variable that keeps track of the state of the variable you are interested in.
I would personally go with option 2 because the callback was created for this exact purpose.