Most mass-produced laces are polyester and artificial fibers do not take dye. Not 'don't take it well', they don't take it at all . If you're feeling brave, purchase a small swatch and do a test dye, but don't be surprised if it comes out a funny shade of grayish brown. Also, if you're dyeing fabrics and have access to a washing machine, machine-dyeing is a lot easier than doing it in your bathtub. The Greater Bay Area Costumer's Guild - the first place I go when I'm thinking about costuming patterns.
Many products are available via mail-order.
Britex - Very expensive, but a great place to go for the perfect trims. Off Union Square in San Francisco. Every other week they seem to be having a sale. Get on their mailing list and watch out for 99cent pattern sales. Stone Mountain and Daughter - Another Berkeley staple for sewers.