Many hardware and paint stores carry pigments used to color plaster and stuco. Much cheaper than hobby shop pigments if you can use the colors they carry.
I use very few pigments, usually rely on washes. One powder I do use a lot, however, is talcum powder for weathering vinyl tires. You can't paint those tires, so washes do not work. You can get talcum powder in a variety of "skin" colors. I get a medium tan and rub it over vinyl tires for a dusty effect.