Colouring's actually my favourite thing to do and definitely favour it over just lines. I use GIMP for most, if not all of my digital work. I can't compare it to anything else really though as it's pretty much the only thing (other than the gastly MS paint) that I've used for digital art.

I really don't do anything without lines. For whatever reason, inking takes me forever but I can fully paint a picture in half the time it would take to properly ink it. Is it the flat colors that kill you, or the shading?

All of it. Just.. so boring to me. I outline everything and use the bucket tool to fill it for flats. I've never been great at shading though.

Ah...hmmm... I'm not really sure how to make it more /fun/. I can give all sorts of tips on the coloring in general, but most of the stuff I do is pretty tedious and would probably be boring. Have you tried doing a lineless thing? I know I had a lot of fun with this picture that I did only with the marker tool:

http://www.furaffinity.net/view/12115256/

It was all done in grayscale shading and then just overlayed with color.

What part of coloring, like shading? Or texturing?
For fur texture I just use the water color tool

lol i'm the exact opposite..i HATE doing the sketch and lineart part. but i love colouring :D I use mostly SAI. But i do have also Photoshop CS5, Photoshop elements 8, GIMP, and Art Weaver.