Internally colored concrete is the best (pigments added to the mix) as any nicks/cracks/wear over time won't be nearly as noticeable.
Of course, that's also the most difficult to use.
You could consider a top-coat pigment (powder applied to the top of the concrete). That's good if you need a very bright, solid color. HOWEVER--if improperly applied, it won't fully adhere. Sadly, we had a contractor pour colored concrete pillars. He didn't get the color mix right, so had to come back and apply a top-coat. Alas, the top-coat never fully adhered so our kids were forever coming in the house with red-stained pants from climbing all over them. Ugh.
All that said, I'd also go with a stain as others have recommended. I'd apply it in a hap-hazard way to give it a nice mottled look that will hide blemishes and wear over time much easier.
Be sure to go with an acid stain. The big-box stores also sell concrete stain that isn't really a stain, but rather a top-coat that will just wear. An acid stain will actually etch into the concrete and act more as a true stain.
The nice thing about staining is that it's incredibly easy to apply. Just spray/mop it on. Apply neutralizer, then hose off.