Some things don't color PLA very well, but I found that metal layout fluid such as "Dykem" brand will dye the material, and it does not add any appreciable size to the part, such as paint can do. It comes in a few different colors. The most common is blue as used here, although the result actually looks dark purple to me. While paint tends to hide surface detail, the dye seeps into the cracks and grooves and emphasizes the texture (and any imperfections!)
The smell is moderately annoying, so use good ventilation. Note that layout fluid is intended to be scraped off (from metal, anyway) so it probably won't stand up to wear. A clear top coat of varnish might make it durable.