I have been meaning to reply to this thread for a while.
I inadvertently came across a way to add color (and character) to your Lego. A few years ago I was living in an apartment and my neighbors had a bit of a fire. The place was cheap and had somewhat-unified heating and cooling (it was REALLY cheap, and I was young), so I suffered a lot of smoke damage. Some of my Legos were actually assembled and setting out (Star Wars kits, an unusual exception for me in leaving things assembled, y'know, before MFZ), so they wound up not only being smoke-damaged, but where one brick was covering another, it masked the staining along very sharp lines. While I still mourn the loss of some of the things I had to throw out after that, the effect on a handful of my Legos turned out looking pretty cool.
So, I guess my point is... if what you'd like to do is add a smokey effect and/or simply darken your Legos a bit, consider sticking them in a cold smoke chamber and letting them soak up a good bit of that stuff (Note: COLD smoke chamber! Do not simply put your Legos in a brisket smoker, you will likely ruin your Legos, and not do anything good to your smoker either). Accidentally doing it lead to some neat effects, I'm betting if it were done intentionally instead, the results could be awesome.