There are many ways to dye. My favorite method is kettle dyeing where I submerge fibers in water, add color, add heat, then add citric acid and more heat.
However, non-immersion dyeing is also very popular. This method can be done using an open pan on a stove top, microwaves, crock pots, solar ovens, etc. Usually a dye stock solution is mixed up and the solution is squirted onto fiber that is already soaking in an acidic solution (soaked in citric acid or vinegar).
Whichever method you choose please remember to have separate pots for dyeing and cooking.
An excellent discussion on non-immersion dyeing is being held at: http://www.ravelry.com/discuss/greener-shades-dyes/1214904/1-25
What is your favorite way to dye?
I've mostly done single-shade immersion dyeing of yarns, as I buy my yarns white and dye before using.
However, that is about to change...the warp currently going onto the loom is 20/2 tencel, and I plan to use an alpaca weft...then use various surface design techniques (batik, shibori, etc.) with both acid and fiber-reactive dyes to produce interesting results. I am hoping to get different colors in the cellulose warp and protein fiber weft by using the two different dye types, and mix them in interesting ways.
Photos once I have them, of course!
P.S. I've also done some woven shibori samples that came out beautifully!
Actually, it's all pretty fun. There is a certain freedom when space dyeing a warp, or spot dyeing silk hankies, and a certain sense of power from obtaining the control to get what you want.