Now this one's a little weird.  My friends and I were wondering how we
can safely dye our urine a color, say, red or blue.  We looked through
Google and didn't really find anything besides Methylene blue dye. 
Could you possibly provide us with a chemical, dye agent, etc. that we
could safely ingest which would turn our urine a color?  This would
pretty much be used to entertain ourselves, or pranks on friends. 
Thanks guys, we love you.
Avid Google Fan,
Brian K. Ries

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Request for Question Clarification by pinkfreud-ga on 31 Oct 2005 20:03 PST

The old standby for this kind of thing, as you've already learned, is
methylene blue. It was mentioned in an episode of M*A*S*H, and has
been used for many decades as a startling prank. It turns the urine an
unnatural shade of blue-green. Yikes.

Please let me know if any of these links meet your needs:

http://www.nlm.nih.gov/medlineplus/ency/article/003139.htm

http://www.teenhealthfx.com/answers/Health/5098.html

http://www.wrongdiagnosis.com/causes/blue_urine.htm

http://www.wrongdiagnosis.com/causes/red_urine.htm

http://www.wrongdiagnosis.com/causes/orange_urine.htm

The safest way for you to do this is to eat a boiled beet -- your
urine will be pink/red within an hour or two.  show your friends,
cause a laugh.

it's slightly gross.  but yes, beets.  just get a beet, wash it, boil
it, peel off the skin, slice and eat with salt/pepper. it's tasty, but
it'll dye your urine hot red.