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.
One day I suggested that my friend and her kids and I should have a coloring party. We could have hot dogs, chips and ice cream and all color together, with the TV off, of course. We had a blast and we plan to do this once a month. Since then I have made it a practice to color in my books at least once or twice a week. This time is very relaxing for me and gives my mind a much needed break and its just plain fun. I think it is sad that we abandon, as adults, the fun things that we engaged in as kids. Just because we grow up doesnt mean we have to stop having innocent fun. I know it sounds simple, but try picking up a coloring book with images in it you can relate to and color inside or outside the lines if you want. Maybe even just scribble, but allow yourself to get in touch with the less serious side of yourself for a little while.