Thanks, guys. I use a set of dyes from Tandy that is used for dyeing leather. They sell a set for about $30 that has about 12 different colors in it. I also buy some alcohol and water based stains from Woodcraft and Rockler woodworking stores from time to time. You can also use RIT dye mixed with water, or you can just mix up some acrylic paint and water it down and use it for a stain. Almost any paint or stain is just pigment powder added to some sort of medium like water, alcohol or latex. You can also make your own pigments as Billy Berger does it, using natural clays, fruits, and minerals. I will probably try to use all natural ingredients the next time I try this.
Dan