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.
Coloring in a Doodle Book. You can do this very effectively by getting an artists sketch pad. This is a pad of blank sheets of paper used by artists to plan their paintings or creative work on, much like a writers rough draft. Once you have your pad, take a pencil and start to doodle. Make lines, circles, shapes, what ever at the time makes you feel good. Then color in the spaces within the doodles. Even if you think you are not a very creative person you will feel productive and relaxed after a few doodle your noodle calming sessions.