Thanks to warnings I've seen from others on this board I never use the colored chalks. For colored fabric I use either white chalk/Chacopel thing or a sliver of soap. For white fabric I prefer to use one of those air vanishing purple pens-- you have to quilt right away with these if you live in a humid area since that makes them vanish more quickly than they are supposed to. I get around this problem by marking only a portion of my quilt at a time if I'm doing ruler work. If I need marks to help remind me where I am when just FMQing (not using rulers) on a larger quilt then I use safety pins to help me stay oriented instead of marking.
If if you do find something that will get out the marks left by colored chalks please post.
Rob