you can use regular acrylic paints. It is hard to get a really deep shade, it depens on what you are wanting. Sometimes starting with a a grey grout darkens the color. I start by squirting the paint into my dry grout and mixing it in, then start adding water so I dont have my grout too runny. Dont use paint alone to mix the grout, but you can get a big old squirt in there and get started before you start adding water. I have also recently been using india ink to color grout. The black is never as black as I want and the india ink really darkens it. I know india ink comes in colors also and that might be good to try, it doesnt take a whole lot of the ink.
If your color is too light after your grout dries you can do a wash with watered down paint on the grout to darken it. Make sure you thin the paint with water so it soaks into the grout.
You can also buy dry grout colorants to color grout. They are economical, go a long way, and come in lots of colors.
ALso, If used outside your "painted" grout may fade.