I've seen some similar ideas before, always thought it would be a good experiment to make some sort of attachment to the extruder that would hold a cylinder made of felt or similar that you could soak in ink of various colours.
It should be cheaper than tearing pens apart in the long run since you could refill the ink.... come to think of it I wonder if inkjet ink could be used.... come to think more of it I wonder if some sort of inkjet contraption could be used to paint the filament as it is fed so that the colour could be controlled for full colour prints; like nozzles around the filament as it comes into the hotend.