I love to dye and there are very few things that are still white left in our house. I hunt for fabric at thrift stores to save some money. It is a messy but very addictive and exciting activity.
If you use the Procion dyes (from Dharma or Prochem), be sure to wear a mask when you are measuring and mixing the dry powders since breathing them can be toxic (ditto for soda ash if you're sensitive), but once it's mixed up you're good to go.
Paula Burch's website is the most helpful I have found, <www.pburch.net/dyeing.shtml>. I believe she is both a chemist and a dyer so she provides very good information and explanations.
I try to include some of my hand dyed fabrics in each of my quilts, but I also make clothes and bags out of them, too. I snow dyed last winter and hated some of my results but somehow found exactly the right fabrics to go along with it and make it look really pretty. Plus, I learned what not to do and that is invaluable.
Have fun and make a mess!