I've used the transparent dyes that are intended for PR coloring, but they aren't bright. I've also used acrylic paint colorant, and this works well, but limit the amount you use. I've found that 10 to 12 drops works great, but use too much, and the PR takes forever to setup (like two weeks), is much harder to get out of the molds, and the air bubbles don't rise out of the molds as easily. I got a pack of eight colors of colorant at AC Moore for $23, before using the 40% off coupon.
Hope this helps,
Draken