BB's LaBomb colorants are my favorite by far. They are mixed with glycerin so don't cause premature fizzing. Since they are liquid, I can add them at the end - making it easy to divide a recipe for separate colors and control the overall coloring. They don't stain the tub but do color the water. A little goes a very long way.
I've tried WSP stained glass colorants... they are incredibly light on bombs and cause fizzing. I save those for bubble bars. I've used WSP powder colorants also (sorry I forget the name). Those do produce nice colors, but it's hard to judge the final color since they need to be mixed in with the dry ingredients.