Dyes are liquid and will give you a transparent to transluscent blank. If you are going to use a dye for Alumilite, your best bet is to use their dyes. They are EXTREMELY concentrated and you do not need much plus the carrier is made with polyol which is one of the components of Alumilite so you have much less chance of messing up the ratio. I have also had good success with Transtint as long as I did not try to put too much in.
Powder colorants are not dyes but will color the resin nicely. Powdered colorants are going to make the finished product more opaque which is a desired traits in many cases. In that case, just about any powder that is completely dry will work fine. I have even used blue chalk like you use in chalk lines for construction!