I have used everything from, liquid chlorophyll (for a green swirl) that I had to omit and change my water calculations for. to sandalwood, tumeric for a peachy color, paprika for an orangish to a peachy color, sea kelp, rose hips....
All I can say as far as using spices for coloring in soap is, try some in some oil and do a skin test before you put it in your soap. At least that is what I would do. Make sure what your using isn't going ot harm your skin. The other thought on it is, if it brings heat to your toungue it's gonna bring heat to your skin, I guess a rule of thumb I try to go by.