Color in what sense? Do you want to change the color temperature or are you trying for something dramatic light dark red or blue?
You can buy CFLS in different color temperatures now and even in daylight (5500K) full-spectrum configurations with great color rendering indexes. They run about $8-14.
You can also buy the bulbs in colors. You may have to get them online or from a lighting supply store if you have one near. I doubt box stores will have them although goofy colored lights are popular around college campuses. I guess you could try to glass stain your own but things only cost $5-6 online.