As was suggested, gloves work great.
You can look for some food ones. I have also used latex gloves found in the pharamacy area of the grocery stores. The latex gloves usually come in different sizes and I can find ones that fit my small hands better.
You can also use crisco, which is what I do 99% of the time. Coat your hands with a small amount (usually about 1/2 teaspoon or less.) Make sure you open your color and get your toothpicks out before you do this. If you are coloring something really dark you may have to add more crisco to your hands.
When you are done, wash your hands and the color should come off with out a problem. The crisco coats your skin and keeps the colors from actually touching you.