If you ARE going to color/tint foam on a puppet that you do not intend to cover in fabric, this can be done in two different ways that I know of.
The foam book videos mentioned that foam is accepts dye well, it suggests that the denser (is that a word?) the foam the better the color is absorbed. The video didn't suggest any particular brand of dye, so I imagine any over the counter brand would do. Personally, I prefer RiT brand. (I've never dyed foam, but just put this info out there for anyone interested in trying it.)
Also, the foam book videos went into painting foam with spray paint. They use Design Master Brand Floral Spray paint, and I have used this method/brand as well. I had no problems with making sure the coat was even as long as I followed directions and sprayed from the suggested distance as instructions indicated on the can. The foam gets a slight stiff texture to it, but the results were great for several characters that I have done, especially when you are using the nip and tuck method and want all those creases and facial features to really stick out. (spray AFTER the puppet structure is complete, but BEFORE you put on hair/eyes... etc.)
-Michele