Alkanet can get you a light to dark gray. (I use it for my lavender in my lavender essential soap too to have a "natural" colorant.)
Is this a guy or a girl? I make some brown soaps that are brown because of the FO like Barbara said. Pink sugar, cedar saffron, and pink dragon (it has dragon's blood in it). And of course vanilla mint.
You can also use clays (morrocan red is a nice orangey brown) or cocoa powder - but be careful of cocoa powder! Too much is a mess in the tub!