You might also want to consider ink. Tsukineko does collections of inks or individual colors. You use them by dipping these special Fantastix "pens" into them. The pens soak up ink, and then you can use them for a long time before you bother with "refilling" them. They give you a nice control of application. It's like filling your own fine-tip or brush-tip magic markers. I've seen them demo'd by vendors at shows, so maybe you'll get a chance to try them in Paducah.
They seem less messy and more controlled than dyes or paints, to me.
Also, for sahdowing you might try good ol' Crayons. Heat set crayoned areas (sandwiched between paper towel layers) between applying different colors to prevent blending -- or not. Very un-messy!