Hi, canank, and welcome! FD&C colors (like food colors) will bleed in your soap, so I stay away from them. I pretty much use oxides/ultramarines and micas. Oxides are very stable and don't bleed or fade. Some micas can fade or bleed, but most of them hold up well. I've never tried the Labcolors. Most of Bramble Berry's liquid colors, with a few exceptions, are oxides dispersed in glycerin. The liquid kind comes in a dropper bottle and that makes it very easy to add your colorant drop-by-drop to your base. Just make sure you give your bottles a shake because the oxides settle to the bottom over time. If you get the powders, you can mix them with a bit of rubbing alcohol, glycerin, or even your fragrance oil to work out the clumps. (Powdered pigments tend to clump and speckle if you put them directly into your soap and then stir.)
BB does make a UV inhibitor for soap:
http://www.brambleberry.com/Uv-Inhibitor-P3563.aspx. I've never used it myself. It's supposed to help prevent fading due to sun exposure, so I'm not sure how much it will help with general color fading. Keep in mind, too, that some fragrances can change the color of your soap. BB makes a Vanilla Color Stabilizer that helps prevent or minimize vanilla-containing FOs from discoloring your soap brown. Anne-marie posted a video on how to use both:
http://www.youtube.com/watch?v=B-KjcS-L2Sg.
Hope that helps. Have fun!