Nothing special - It's gel you want - and you need to over-colour the batter as it will fade as you cook it. The problem with the liquid ones is that you would have to put so much in to get any effect that the liquid itself would mess with the cake recipe, IYSWIM.
I need to make a coloured sponge cake, however I'm finding it hard to understand what sort of food colouring will give a good effect. Is liquid rubbish? I was looking on amazon at gel food colouring but they all seem to be for colouring icing, is there something else to put into cake batter?