We like Crayola's Color Wonder coloring pages around here. We take them to church on Sundays to occupy the girls with their mess-free (almost always, if you're real talented you can get some of their color on you) coloring fun.
Right now we are limited to the coloring book options Crayola has for us. I wanted to try to make my own coloring pages using blank color wonder sheets. Here's what I did. I headed over to Michael's craft store with one of my 40% off coupons (you can sign up to get them on their website, they often print them out at the register with your receipt, or you can even bring in a competitor's coupon!) and I bought the pack of 30 blank color wonder pages.
I took the pages out of the book, found printable coloring pages online (ours came from lds.org for church coloring pages), and Bob helped me configure the printer to make them print out right. The CW pages are a little smaller than the standard 8.5X11" so we had to adjust for that and we also tried to optimize the picture size to fill the page as much as possible. Definitely print test copies first on scratch paper. We have a laser printer and it seemed to come out just fine. I'm not sure what a different type of printer/ink would do. The printing started to smear just a little bit today after a lot of repeated going over the lines with a marker but the lines were all still there. The pages were a hit with the girls though.