From Martha Stewart Magazine Feb '10.......

Q:  I want to avoid chemical food dyes.  Can I spot them on ingredient labels?

A:  Chemical dyes show up in all kinds of foods, and manufacturers like to use them becuase they provide vivid, consistent results.  The U.S. Food and Drug Administration (FDA) monitors the prodcution of nine synthetic color additives that the agency deemed safe.  Despite these precautions, consumer advocacy groups have linked two of these dyes, Red 40 and Yellow 6, to hyperactivity in children.  Later this year, the European Union will require products containing these dyes to be labeled "May have an adverse effect on activity and attention in children."  Some British companies have phased them out voluntarily.

The easiest way to reduce our exposure to chemical coloring is to avoid processed foods; make meals with fresh fruits and vegetables.  

From Wikipedia......

A growing number of natural food dyes are being commercially produced, partly due to consumer concerns surrounding synthetic dyes. Some examples include:

• Caramel coloring (E150), made from caramelized sugar, used in cola products and also in cosmetics.
• Annatto (E160b), a reddish-orange dye made from the seed of the Achiote.
• A green dye made from chlorella algae (chlorophyll, E140)
• Cochineal (E120), a red dye derived from the cochineal insect, Dactylopius coccus.
• Betanin extracted from beets.
• Turmeric (curcuminoids, E100)
• Saffron (carotenoids, E160a)
• Paprika (E160c)
• Elderberry juice

What's the ADHD connection?

Though past research showed no correlation between Attention-deficit hyperactivity disorder (ADHD) and food dyes,^[1][2] new studies now point to synthetic preservatives and artificial coloring agents as aggravating ADD and ADHD symptoms, both in those affected by these disorders and in the general population.^[3][4] Older studies were inconclusive quite possibly due to inadequate clinical methods of measuring offending behavior. Parental reports were more accurate indicators of the presence of additives than clinical tests.^[5] Several major studies show academic performance increased and disciplinary problems decreased in large non-ADD student populations when artificial ingredients, including artificial colors, were eliminated from school food programs.^[6][7]

1. ^ Wilens TE, Biederman J, Spencer TJ. Attention deficit/hyperactivity disorder across the lifespan. Annual Review of Medicine, 2002:53:113–131
2. ^ The MTA Cooperative Group. A 14-month randomized clinical trial of treatment strategies for attention-deficit hyperactivity disorder (ADHD). Archives of General Psychiatry, 1999;56:1073–1086
3. ^ "Food additives and hyperactive behaviour in 3-year-old and 8/9-year-old children in the community: a randomized, double-blinded, placebo-controlled trial", Lancet, Sept 2007
4. ^ 1997 Graduate Student Research Project conducted at the University of South Florida. Author: Richard W. Pressinger M.Ed.
5. ^ "Food Additives May Affect Kids' Hyperactivity", WebMD Medical News, May 24, 2004.
6. ^ "A different kind of school lunch", PURE FACTS, October 2002
7. ^ "The Impact of a Low Food Additive and Sucrose Diet on Academic Performance in 803 New York City Public Schools," Schoenthaler SJ, Doraz WE, Wakefield JA, Int J Biosocial Res., 1986, 8(2); 185–195