I have dyed with Wilton and the color "broke" - Royal Blue became Royal Blue and Purple. It worked this time, but I've read that some colors aren't so attractive when they break. I'm thinking about investing in some 'real' dyes. Can you tell me which brands you use and why you prefer that brand?
Wilton's colors break because many of them contain the food coloring: red 3 (erythrosine). I'm not sure what exactly happens chemically but it has a tendency to separate and become insoluble in an acidic solution. It forms into globs and doesn't dye fiber so much as stick to it (I've tested this by "dyeing" cotton yarn with red 3). It doesn't rinse out, especially if given a vinegar rinse, since it remains insoluble when acidic, but will rub and wash out over time.
Some people have claimed that by starting with very little vinegar and adding more gradually they were able to dye with red 3 without having it break but I've tried exactly what one person specified and while the color was even, it still rubbed and washed off.
If you choose colors without red 3 in them you won't have to worry about color breaking since it's the only food color (at least in the US: different countries use different food dyes) that behaves like that.
It's still a good idea to use a proper acid dye however since they're formulated to be wash and light fast while food dyes aren't.
I'm an "ooh, they sell dyes here!" type of person, so whenever I'm in a shop that carries dyes I pick up a few. I've tried cushings, gaywool, and jacquard.
Cushings worked well but some colors dyed very evenly while other colors didn't penetrate far into the fiber: copenhagen blue for instance has a bit of red in it and when I painted a yarn with stripes of it leaving white areas they came out pink after dyeing. Yarns dyed with magenta and turkey red turned the water pink in the rinse but they didn't bleed afterwards.
Gaywool did a nice job dyeing even, though I was aiming for a blotchy job at the time I tried it. I've found that they don't exhaust completely but didn't have any issues with the dyed yarn bleeding. They're on the expensive side but already contain an acid so vinegar doesn't need to be added. Though adding vinegar isn't really that hard, whatever acid that they use (probably either citric acid or ammonium sulfate) doesn't smell like vinegar does.
Jacquard did a good job, some dyes didn't exhaust completely, and again, the reds seem to spread more than the blues, and the yellows seem to spread less than the reds but more than the blues.
Of those three, I'd say the jacquard dyes are the best. They work well and are the most economical of the lot.
I've heard good things about pro chemical though I have yet to buy from them. They carry four different types of dyes for wool: washfast acid dyes, kiton dyes, lanaset/sabraset dyes, one step dyes.
The washfast acid dyes are plain old regular acid dyes, the kiton dyes are leveling dyes which are meant to dye evenly at the expense of washfastness, the lanaset/sabraset dyes are designed to be the most wash and light fast (though some of them contain the heavy metal chromium III, while I don't know much about it's safety I do know it's not considered to be hazardous and not the same thing as and shouldn't be confused with chromium VI which is very toxic)
The One shot dyes are essentially the washfast acid dyes with the acid already in it.
Price wise, they're the best choice but again, I've yet to try any of their products so I can't offer my personal opinion.
Thanks for all the tips and information. I have heard of the Jacquard dyes and will probably start with those. Paradise Fibers, from whom I've ordered fiber from, sells those and others. One of the others I was considering was "Country Classic Dye". The cost seemed to be a little less than the Jacquard, but quality is going to the my final determinant. I don't know if either of the local yarn shops (which aren't really local to me, but they aren't the chain craft stores) carry dye. If they do, it will probably be out of my price range. I can order online and even with shipping, most everything is cheaper than the local yarn shop. :( But that's another story. Anyway. I'll be thinking about my next order and will include some dyes. Thanks again for all the responses.
ETA: I just checked again, and Paradise does not sell Jacquard. I'll have to find them somewhere else. :(