For information on the use of LPR and nebula filters, see http://www.prairieastronomyclub.org/filters.htm and http://pages.sbcglobal.net/raycash/filters.htm
Here's a list of nebulae that have been reported to exhibit color by various observers from the starrynights Yahoo!Group. Keep in mind that the color seen in deep-sky objects is often very subtle, usually requires large apertures, and is most noticeable at dark sites during superb transparency and seeing conditions.
Name Const. R.A. Dec. mv Notes
NGC 7662 And 23 25.9 +42° 33' 8.3 Blue Snowball
NGC 7009 Aqr 21 04.2 -11° 22' 8.3 Saturn Nebula
NGC 40 Cep 00 13.0 +72° 31' 12.4 .
M27 Vul 19 59.6 +22° 43' 7.3 Dumbbell Nebula
NGC 6826 Cyg 19 44.8 +50° 31' 8.8 Blinking Nebula
NGC 6891 Del 20 15.2 +12° 42' 10.5 .
NGC 6543 Dra 17 58.6 +66° 38' 8.1 Cat's Eye Nebula
NGC 1535 Eri 04 14.3 -12° 44' 9.6 .
NGC 2392 Gem 07 29.2 +20° 55' 7.4 Eskimo Nebula
NGC 6210 Her 16 44.5 +23° 49' 8.8 .
NGC 3242 Hya 10 24.8 +18° 38' 7.8 Ghost of Jupiter
IC 418 Lep 05 27.5 +12° 42' 9.3 Raspberry Nebula
NGC 6369 Oph 17 29.3 -23° 46' 11.4 Little Ghost
NGC 6572 Oph 18 12.1 +06° 51' 9.1 The Emerald Nebula
M42 Ori 05 35.4 -05° 27' 4 The Great Orion Nebula
M8 Sgr 18 03.8 -24° 23' 5.8 Lagoon Nebula
M20 Sgr 18 02.6 -23° 02' 6.3 Trifid Nebula
NGC 6445 Sgr 17 49.3 -20° 01' 11.2 .
NGC 6818 Sgr 19 44.0 -14° 09' 9.3 Little Gem
To that list, I'll add the Homunculus Nebula surrounding Eta Carinae, which displayed a distinct orange color, as seen through a 22" Starmaster Dob from Bolivia in 2004.
I've seen hints of color in some of the bright planetary nebulae like NGC 6543, NGC 7009, and NGC 7662 with my 101mm Tele Vue refractor. IC 418 is nicknamed the Raspberry Nebula for good reason. Using large apertures (14.5 to 25 inches) from very dark sites, I've detected blues, greens, and ruddy hues in M42 and on two occasions a very subtle pink shade in M8 with two different 30" Dobs.
Dave Mitsky