Natural cochineal produces a purple color on organic natural cream colored wool (using same microwave method as Koolaid dye) as shown on the right-hand side in the photo below.
I'm also planning to overdye the pink with indigo to see if I can get other shades of purple.

For pink colors: First soak the wool (3-4 ounces - typically 1 skein natural colored wool - preferably organic wool such as Full Belly Farm or Treliske Organics) for a day in a bucket of warm water containing at least 1 tsp alum (found in grocery store spice section - don't eat it though - it's for pickling). After soaking for 1 day (or preferably longer), squeeze out the wool and put it in a glass dish of water containing a mixture of 1 tsp cream of tarter (also in spice section at grocery store) and 1tsp of ground cochineal (before adding the wool you can get some of the little black specks of cochineal out of the dyed water first by using a paper towel or something to sift most of them out - otherwise the specks will stick to the wool - though much of it will fall off anyway with knitting and future washes).  Then microwave as for Koolaid (3 min on high, cool 1 min, 2 min on high, cool 1 min, 2 min on high, repeat until color is darker than you'd like since some will wash out in the rinse water). You can also add various amounts of vinegar to the mix.  You can get some beautiful pink colors, perfect for little girls outfits!  The wool and dye mixture will look orange before putting the dish in the microwave, but it will turn some shade of pink while microwaving (see the shades of pink in the photo above).  For dying larger quantities of wool, I've found it's best to use a stockpot on the stove, even though it takes a few hours to do it that way.  You'll get a more even color if you can stir it around in the big pot.

Organic Cotton Dress above dyed with cochineal natural dye (applique is cochineal dyed organic wool)

The organic cotton dress and organic wool pants above were both dyed with natural madder root. The dress is a peach color because I only dyed it for 30 minutes in the leftover water after dying the pants first.  Madder has been cultivated as a dyestuff since antiquity in central Asia and Egypt, where it was grown as early as 1500 B.C. Cloth dyed with madder root pigment was found in the tomb of the Pharaoh Tutankhamun and in the ruins of Pompeii and ancient Corinth. In the middle ages, Charlemagne encouraged madder cultivation. It grew well in the sandy soils of the Netherlands and became an important part of the local economy.

For yellow, you can just use turmeric from the grocery store.
Here is some wool I dyed part orange and park pink, using cochineal and turmeric:

I'll have photos soon of other natural dyes, including indigo and sandalwood.

If you want to get started with natural dyes,
read more at the Herb Society of America web site.

For purchase of natural dyes, try the Village Spinning and Weaving shop: Natural Dyes A-L and Natural Dyes M-Z
(Note they also sell mordants for getting different colors, but I decided not to use any of the toxic chrome or tin mordants.  For mordanting with iron or copper, I've heard you can use a cast-iron pan instead of adding iron, or a copper pot instead of adding iron, though I haven't tried it yet.)