Well, actually, the way commercial (powder) printers work, is they use an ink cartridge to dye the fusing liquid just before it is applied to a given location. Check out the Iris printer, it has really impressive coloring. The z machines unit is nice too, but both are still a bit steep for most of us. I have heard (unsubstantiated) somebody claiming to be able to dither filament. I'll believe that one when I see the output. I am developing a machine with 7 extruders for multi color / material. While full color is nice, I feel that the technology barrier is a lot lower and most models, corporate pieces, prototypes can be made using 7 colors or fewer. The problem that you encounter when mixing on the fly for FDM is how do you handle retraction? What about tiny details, consider the precision needed to color a piece say 1 mm in dia, in a field of a different color. I do believe you could potentially dye neutral colored filament on the fly, but you'd be left to start from scratch on the slicer and firmware. And who's to say what the memory requirements would be?