I learned not long ago that you can color an embroidery piece simply with crayons (ALWAYS use Crayola). You color your piece before you embroider it.

Then you iron it, colored side down on a piece of paper. Doing this protects your iron, board, and fabric. The excess wax will then be transferred onto the paper. After that, I rinsed it with cold water and got this result:

For you Sherlockians, you'll immediately know who these fellow are. The original design is NOT MINE, but I thought it was so dang cute, that I just had to put it on fabric! Since I would color it, I re-sketched it on paper first, just to see where the shading and what-not would be.

Here we have the finished project:

Stitches used-- stem (my favorite), back, and french knots. Just a note: The colors will fade (as you can see). If you really want the color to show through, I suggest you color more than one layer.
Now we wait for 2013, when we learn how Sherlock survived Reichenbach...But we Wholocks know what really happened: The TARDIS appeared on top of the roof and out stepped the Doctor and had the Tessalecta take Sherlock's place. The End (I wish).
ARRRGH! MOFFAT!
My next embroidery project hint: 11, 10, 9, 8, 7, 6, 5, 4, 3, 2, 1... GERONIMO!