I'm really enjoying dyeing my own yarn. There's something very satisfying about blending your own colourways which I've always liked from when I first started dyeing fabrics for quilting years ago. I also discovered a great piece of kit the other week, it's a 3 tier electric vegetable steamer which I am using to set the skeins and it's so much better than the microwave! I wrap them individully in tinfoil after I've painted them and then they go into the steamer for 25 minutes. Once they're cool I rinse thoroughly, dry (which can take up to three days depending on the weather) and then re-skein.
It's a lot of work but the results are worth it I think. All the skeins in the picture above are currently for sale here.