Heat coloring ti can be done with a simple propane torch or fancier welding gear. You need to finish a part nicely (36 grit scratches don't color as nicely as 400 grit ones!) and clean it. Mick and Duane use a contaminate (WD-40) to get the effect they do. They spray it on and heat color, from what I understand. I've never tried that. Different temps produce different colors. You have to heat the piece and let it react to the air. I find it best to pretend to "paint" the piece with your flame. It will start to turn a gold color and then other colors follow. Golds, purples and blues are easiest to achieve. Green is nice but hard to get.
Good luck!