As noted above, Marigold (petals) are popular. Also, red pepper (not the seed, the dried flesh) is effective, as are shrimp & crab shells, and if budget is no object, farmed salmon.
Now is the time to plant marigolds if interested - I don't know how much your chickens will actually eat, but they are "pretty" and the seed is not particularly expensive.
Then drop $6-7 at the grocery store for bulk generic/store brand chili powder. Look on the label, you want "ground chilies" or "ground [type] chilies". That is all. Try and avoid the ones with salt or other ingredients (spices, garlic). If you can't find that, AND you have a good food processor grab a bag of dried chilis (Badia is a popular brand name locally) of some non-smoked variety. Bring your cell phone, plenty of peppers have different names when smoked and dried than simple dried. "Chipotle" are smoked. "Ancho" are not, and are your best bet - usually a large, cheap bag. Remove stems and seeds, throw them in the food processor, pulse to grind, put in a container for storage. Chances are, you are paying close to $1/oz.
Inclusion rate is 1%. That means 1/2# (around $8, likely two medium bags) of dried peppers per 50# bag of feed. Let them finish the feed bag, adjust your inclusion rate for your desired degree of food coloring.
