It seems to me that what you really want, is to customize the look of the captions. This is most easily done using the caption package. For instructions how to use this package, see the manual (PDF) ^[1]. You would probably need to create your own custom caption format, as described in chapter 4 in the manual.

Edit: Tested with MikTex:

\documentclass{report}

\usepackage{color}
\usepackage{xcolor}
\usepackage{listings}

\usepackage{caption}
\DeclareCaptionFont{white}{\color{white}}
\DeclareCaptionFormat{listing}{\colorbox{gray}{\parbox{\textwidth}{#1#2#3}}}
\captionsetup[lstlisting]{format=listing,labelfont=white,textfont=white}

% This concludes the preamble

\begin{document}

\begin{lstlisting}[label=some-code,caption=Some Code]
public void here() {
    goes().the().code()
}
\end{lstlisting}

\end{document}

Result:

I am happy with the listings package:

Here is how I configure it:

\lstset{
language=C,
basicstyle=\small\sffamily,
numbers=left,
numberstyle=\tiny,
frame=tb,
columns=fullflexible,
showstringspaces=false
}

I use it like this:

\begin{lstlisting}[caption=Caption example.,
  label=a_label,
  float=t]
// Insert the code here
\end{lstlisting}

And please, whatever you do, configure the listings package to use fixed-width font (as in your example; you'll find the option in the documentation). Default setting uses proportional font typeset on a grid, which is, IMHO, incredibly ugly and unreadable, as can be seen from the other answers with pictures. I am personally very irritated when I must read some code typeset in a proportional font.

Try setting fixed-width font with this:

\lstset{basicstyle=\ttfamily}

I wonder why nobody mentioned the Minted ^[1] package. It has far better syntax highlighting than the LaTeX listing package. It uses Pygments ^[2].

$ pip install Pygments

Example in LaTeX:

\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage[english]{babel}

\usepackage{minted}

\begin{document}
\begin{minted}{python}
import numpy as np

def incmatrix(genl1,genl2):
    m = len(genl1)
    n = len(genl2)
    M = None #to become the incidence matrix
    VT = np.zeros((n*m,1), int)  #dummy variable

    #compute the bitwise xor matrix
    M1 = bitxormatrix(genl1)
    M2 = np.triu(bitxormatrix(genl2),1) 

    for i in range(m-1):
        for j in range(i+1, m):
            [r,c] = np.where(M2 == M1[i,j])
            for k in range(len(r)):
                VT[(i)*n + r[k]] = 1;
                VT[(i)*n + c[k]] = 1;
                VT[(j)*n + r[k]] = 1;
                VT[(j)*n + c[k]] = 1;

                if M is None:
                    M = np.copy(VT)
                else:
                    M = np.concatenate((M, VT), 1)

                VT = np.zeros((n*m,1), int)

    return M
\end{minted}
\end{document}

Which results in:

You need to use the flag -shell-escape with the pdflatex command.

For more information: https://www.sharelatex.com/learn/Code_Highlighting_with_minted

Have a try on the listings package. Here is an example of what I used some time ago to have a coloured Java listing:

\usepackage{listings}

[...]

\lstset{language=Java,captionpos=b,tabsize=3,frame=lines,keywordstyle=\color{blue},commentstyle=\color{darkgreen},stringstyle=\color{red},numbers=left,numberstyle=\tiny,numbersep=5pt,breaklines=true,showstringspaces=false,basicstyle=\footnotesize,emph={label}}

[...]

\begin{lstlisting}
public void here() {
    goes().the().code()
}

[...]

\end{lstlisting}

You may want to customize that. There are several references of the listings package. Just google them.

Take a look at algorithms ^[1] package, especially the algorithm environment.

There are several other things you can do, such as selecting new fonts:

\documentclass[10pt,a4paper]{article}
% ... lots of packages e.g. babel, microtype, fontenc, inputenc &c.
\usepackage{color}    % Leave this out if you care about B/W printing, obviously.
\usepackage{upquote}  % Turns curly quotes in verbatim text into straight quotes. 
                      % People who have to copy/paste code from the PDF output 
                      % will love you for this. Or perhaps more accurately: 
                      % They will not hate you/hate you less.
\usepackage{beramono} % Or some other package that provides a fixed width font. q.v.
                      % http://www.tug.dk/FontCatalogue/typewriterfonts.html
\usepackage{listings} 
\lstset {                 % A rudimentary config that shows off some features.
    language=Java,
    basicstyle=\ttfamily, % Without beramono, we'd get cmtt, the teletype font.
    commentstyle=\textit, % cmtt doesn't do italics. It might do slanted text though.
    \keywordstyle=        % Nor does cmtt do bold text.
        \color{blue}\bfseries,
    \tabsize=4            % Or whatever you use in your editor, I suppose.
}
\begin{document} 
\begin{lstlisting}
public final int ourAnswer() { return 42; /* Our final answer */ }
\end{lstlisting} 
\end{document}

For R code I use

\usepackage{listings}
\lstset{
language=R,
basicstyle=\scriptsize\ttfamily,
commentstyle=\ttfamily\color{gray},
numbers=left,
numberstyle=\ttfamily\color{gray}\footnotesize,
stepnumber=1,
numbersep=5pt,
backgroundcolor=\color{white},
showspaces=false,
showstringspaces=false,
showtabs=false,
frame=single,
tabsize=2,
captionpos=b,
breaklines=true,
breakatwhitespace=false,
title=\lstname,
escapeinside={},
keywordstyle={},
morekeywords={}
}

And it looks exactly like this