I'll try to answer based on the little information you provided, but if you tell us a little more about your application (type of material you are looking for and how you plan to use it) you might get better answers.
If you just want color, you can find artist pigments (dry powders) in local art stores or someplace like Douglass & Sturgess online. They should have every color under the rainbow. Or you might be able to use acrylic paint as your filler and save a few steps.
If you were going for more of a stone look, you can buy stones in a lot of different colors and crush them up yourself. Fire Mountain has a wide selection (you would want only natural untreated stones to insure the color isn't just surface).
You could buy mica powders and oxides and use those in a clear binder to fill. Pearl-ex comes in a lot of different colors. Cosmetic suppliers that offer DIY ingredients will often have a better price, but maybe not as wide a variety of colors.
You can use chalk dust.
You can use powder coating paint.
Lots of choices out there. What might or might not work will really depend on what you are trying to do.
Ed