iDye Poly or RIT Dyemore can dye plastics well, though the few times I did dye it you need to dye it until it's SUPER dark to get an even coating otherwise it can come off marbled and patchy looking.
Adam Jensen by
John Pickles, on Flickr
Here's one where I dyed his limbs for a cyborg look, and if you dye for a long while the colour does even out but it's super dark.
Here's what I mean by uneven dyeing (and I did dye a spare hand which was even but super dark):
Dyeing to Match by
John Pickles, on Flickr
so yeah both times I used iDye Poly and they work well but only if you got really dark colours in mind.