Peter - When I first started casting PR I used some oil paints. The resin cured, but I didn't particularly care for the results. You didn't say what type of resin you are using, but if you are using polyester resin, then try mixing up a small batch of resin with the oil paint and see what you think. An ounce of PR resin is way less than a dollar. That's not a very expensive experiment.
These days I use pigments I get from my resin supplier, dyes I get from art supply shops and micas / oxides I get from places like coastal scents.
Good luck.
Ed