A really excellent guide on Liquid Rit-dyeing dolls
(It's over on the Feet of Clay dolls blog on the sidebar, and worth a visit any time.) Especially valuable in this tutorial is the reminder to make the dipping wire or string long enough the steam won't scald you!
(This is hints on color mixing)
This is the dyeing and troubleshooting:
And yes, you really do need to sand the doll all over. Small parts take dye faster.