The material. Some coloring books offer the ability for the child to simply run over the surface with the pens or crayons provided, and it will turn out to be the right color regardless. Some are more like paint books, and some have magic marker surfaces and come with markers that will not show up on any surface but the specially prepared book pages. Choose the book that best suits you and your child. If you are worried about markings on the walls, then dont select a pack of basic crayons, get something that uses special crayons. If you want your child to exercise their own creativity and not have to fit in the lines or color schemes planned, get basic pages. It is up to you.
Think about it this way; would you rather spend about an hours looking over and printing out SpongeBob coloring pages, or would you prefer to drive all over the place looking for a SpongeBob coloring book? The answer to this really depends upon whether the website, or websites, you are visiting have the coloring pages of SpongeBob Squarepants that you really want. Chances are that the website/websites that you decide to look on will have the images that you are looking for; yet you might not always find what you are looking for out there. Do you realize that you can have as much fun looking for the SpongeBob coloring pages that you want as you will when you sit down to actually color those pages?