The dyes you get at the store around Easter are usually come out very light and not very impressive. If you are looking to get vibrant color in much less time look into buying dyes used for pysanka - that is traditional Ukrainian decorated egg dyes. They are cheap, usually around $1 for one packet of a single color. If your intention is to dye them a single color this works fine - if you'd like more than one color this whole art form exists just for that and uses a special tool, a candle, and beeswax. It might be something to look into.
If you are looking just to be creative with what you can use as a dye there's all sorts of options... Kool-Aid might work, straight food coloring would probably work better, and if you don't intend to ever eat the egg you could probably use ink or left over cloth dyes from other projects. You can even paint the eggs with craft paint, doodle on them with sharpies, or use stickers. There's all sorts of things you can do. Hope this helped and have fun with whatever you chose!