For earth tones I've always used leather dye. I've heard of using walnut hulls to make your own, but have't tried it.
For black, I'd pretty much given up on it till I tried vinagroon. All the black dyes I tried would have the black rub off on you, with the sheath in another room, in another house, in another state, and still wouldn't be the deep rich black I wanted. Vinagroon on the other hand, makes the leather black as tar, sometimes a dark grey depending on the amount of tannin in the leather, but that can be adjusted with tea. Just do a test on a scrap of the leather your using. Also the black from Vinagroon goes completely through the leather and won't rub off no matter what, it's a chemical process that reacts with the tannin in the leather. Just make sure you do any tooling before using it as afterward it doesn't like to carve or stamp well.