The madder root is a pain to get the colour out off though as you need to boil and do other things to it to get colour out off it and in the end it's water stain.No matter how long you leave it in spirits the colour won't come out off it.
The one I've not seen mentioned yet is cochineal the beetle. That gives a very nice red though in my experience. I've only used the food colouring stuff that you buy in the supermarket, yes contains water but mix it in with meths 1/5 ratio.