Most guys I know used food coloring or fountain pen ink or phenol red (the pH test dye). When I've done it, I've mostly used phenol red.

I'd check on the toxicity of plumbing dye before I put it into a pool.

The phenol red from the Taylor 2005 / 2006 testkits works well, and the bottle allows you to inject a fine stream of dye near suspected leaks to see if there is any 'ex-flow'.

Ben