I have tried several food coloring gels with my icing and have found the Americolor Gels work the best. The colors are true and consistent everytime, expecially when you are trying to get black icing. If you need to make an additional batch of icing, you can almost count on it every time being the same color.
The problem for many of us is that you can't find these colors in your local craft stores. You have to find a great place to buy them on-line. Here is a list of places to look for your colors.