I use the Americolor gels, though I'm not sure where you would buy them. I can only get the water based Americolors at a local store...I got the oil based ones at the 2007 ICES. Wilton also sells candy colors. If it were me, I'd just buy the already colored CandyMelts. Lots easier!
For a little bit of color using the water-based gels will work. Be careful though, too much will cause your chocolate to seize. (I learned from Jacques Torres' show to add water to chocolate when "texture" is needed.) If that happens you can add paramount crystals or shortening (not too much or you'll be able to taste it.) Chefmaster and AmeriColor are two popular brands you'll find. Craft stores that carry Wilton products might have their candy color.
You can find oil based colors and paramount crystals at your local cake supply. If there's not one near you try here:
http://www.countrykitchensa.com/Index.aspx
... I bought Wilton icing colors the other day, but I am not sure if they are oil based? ...
Wilton candy colors are very liquid and sold in a set. The icing colors are a gel and closer to a solid form. They are sold both individually and in sets.
Candy:
http://www.wilton.com/store/site/product.cfm?id=3E30B819-475A-BAC0-5F5189466A40B391&fid=59E4D343-475A-BAC0-5F3C48A064013C08
Icing (says Icing Color on the container):
http://www.wilton.com/store/site/product.cfm?id=3E30B2D9-475A-BAC0-5D5C3DB846DFD354&fid=3E33265A-475A-BAC0-597A6ED538D55E2B
... I bought Wilton icing colors the other day, but I am not sure if they are oil based? ...
Wilton candy colors are very liquid and sold in a set. The icing colors are a gel and closer to a solid form. They are sold both individually and in sets.
Candy:
http://www.wilton.com/store/site/product.cfm?id=3E30B819-475A-BAC0-5F5189466A40B391&fid=59E4D343-475A-BAC0-5F3C48A064013C08
Icing (says Icing Color on the container):
http://www.wilton.com/store/site/product.cfm?id=3E30B2D9-475A-BAC0-5D5C3DB846DFD354&fid=3E33265A-475A-BAC0-597A6ED538D55E2B
Thank you...I bought the icing colors (because I was going to use them for icing cookies) and didn't know if I could use them for coloring the chocolate too.
I'll see if I can find those at Michaels on Monday (I have a 40% off coupon valid starting that day).
Thanks! 
I live in Utah (slc) I buy my oil based candy color at two locations. Bakers Cash and Carry and Orson Gygi,
they are AmeriColor brand. I have tried using that brand gel color with a little Crisco (heard you could do that) to color choc. it doesn't work very well. Your BEST bet is the oil based colors or buy the color of choc. you need. 
Quote by @%username% on %date%
%body%