WARNING: The Sharpie will wear off onto your clothes or ears if it rubs too much. I'd recommend something more permanent like paint. The sharpie is a good way to "preview", if you will. MODIFYING YOUR HEADPHONES OR ANY OTHER PART OFF YOUR IPOD WILL VOID THE WARRANTY, CONTINUE AT YOUR OWN RISK.
If you spray paint, be sure to cover up the speaker and maybe the little holes, just to be careful. That is all.
Step 1: Materials
I would recomend the paint markers or those super duper permanent markers. The sharpies fade and smudge on plastic