Grab a blowtorch and set those pinecones on fire! In my opinion the blue ones look the best, with red and green tied for second. The purple (potassium sulfate) and white (magnesium sulfate) pinecones were a dud, and looked the same as my "control" group. But your mileage may vary. You can mix and match to make a myriad rainbow of fiery goodness.
A final safety note: It's always a good idea to have a fire extinguisher on hand when you're burning things. And don't breath the fumes from the colored flames.