You should be aware of a few things when you're oxidizing:
1. Oxidizing agents come in different strengths. Potassium permanganate (which can be obtained in the right places commercially) is a very powerful oxidizing agent. It can easily form explosive compositions with finely divided metals, or possibly spontaneously inginte. Finely divided metals are reducing agents. When you mix a strong oxidizing and a strong reducing agent, you usually wind up with a fire or explosion. Permangantes are known to be unpredictable in nature, especially in the pyro community. In a lab setting, it's OK. At home, it's a bit more tricky. I say this because you specifically said you were not a chemist.
2. Some oxidizing agents (permangantes, dichromates, etc.) have their own color. Permangantes are a very deep purple, totally water soluble and stain EVERYTHING. Dichromates are orange, etc. Chances are, many of the pigments you work with on a daily basis are probably some sort of transition metal oxide or salt.
3. As was stated previsouly, different transition metals will give different colors. You also need to be careful to choose a color that won't fade. Some colors are brilliant, but over time in air, they will degrade because the air oxidizes them or what not.
If you're looking for some good greens and blues, you may want to look at ceramic stores for copper salts, specifically copper chloride (either copper I or II) and copper carbonates. You can even make copper carbonates (azurite and malachite) yourself. I'm assuming you want a non-water soluble material that is stable to air. Go to your farm supply store near you (you'll have to drive if you live in the city, or maybe visit a garden shop) and ask for sulfate of copper or copper sulfate. It's also called bluestone. You'll get water-soluble blue crystals. Dissolve them in water and then add a solution of baking soda dissolved in water. You wind up with light blue solid that is insoluble in water (a mixture of azurite and malachite). Filter it off, and mix it in with whatever you've got as a paint.
If you want some more suggestions, tell us what colors you're looking for, and we may be able to help.