Steve I love Analine dye for coloring wood. Assuming that you want transparent colors that will show the grain of course. I bough Red, Yellow, Blue , Green and black. With these colors you can make any color you want.
If your talking about opaque colors then anything goes, just run a test on some scrap to see if they are compatible with whatever finish you use. Some paints will also need a sealer on the wood first.
If you just want black, I'm real partial to Fiebings shoe dye. It makes things really black.