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.
If you really want to get right down to it, adults love to color as much are their kids do. If you dont believe us, think about all of the artists that do oil and watercolor paintings, those that do pen and ink drawings and watercolor pencil drawings and artwork. This is simply the more appropriate and acceptable way for adults to continue coloring as we all did as kids. This is partially why both adults and children alike really enjoy having SpongeBob printable coloring pages available to them to color on.