That's how the cookie colors

I was watching The Cookie Clause episode of Good Eats a moment ago, and he mentioned that powdered food pigment is better in many cases than gel, paste, or certainly liquid. Liquid because it's weak in color and will throw off the recipe, gel because it'll crack a royal icing, and gel and paste because they contain preservatives and the like. It's tough to find powdered food color, at least in Charlottesville, so I figured I'd compile links to them.

There's a few more, but I figured that this would pretty much get you by, plus a little bit more. I would recommend at least getting red, yellow, blue, black, and white. Red, yellow, and blue will give you your base colors, and black and white will allow you to darken and lighten the colors as necessary. If you're working with a white substance such as royal icing, then you can just add that to desaturate it rather than the white food coloring.