A quick Google search shows a lot about the Feingold Diet, which, aside from food dye and preservatives, suggested removing fruits with lots of salicylates and sugars as well. I think that diet has its problems, but there have been a rare few studies showing links between health issues and food dyes, such as what was done in the study on this page:
http://www.chem-tox.com/pregnancy/artificial.htm.
Unfortunately, most supporters of the 'food colors are perfectly safe' camp will refer you to the Food Color Facts pamphlet (
http://www.cfsan.fda.gov/~lrd/colorfac.html), which was written not by the FDA, my friends!
'There is considerable evidence that food dyes can worsen the symptoms of ADHD in some children, but government authorities deny the evidence. The US Food and Drug Administration (FDA) has published a pamphlet called 'Food color facts' which states that "there is no evidence that food color additives cause hyperactivity or learning disabilities in children." The pamphlet, though published by the FDA, was actually written by the International Food Information Council, a trade association representing many makers of food additives including General Mills, Kraft, Procter and Gamble, Pepsi-Cola, Coca Cola, Monsanto (maker of aspartame), and Ajinomoto (maker of monosodium glutamate). To make the statement that there is no evidence that food dyes cause hyperactivity or learning disabilities in children, the FDA had to ignore 16 double-blinded studies that have shown that food dyes do worsen the symptoms of ADHD in some children ...'
- from Rachel's Environment & Health Weekly #678 (with references), Environment Research Foundation, see
http://www.rachel.org/
16 double-blind studies isn't much, maybe; but the FACT that the FDA publishes a pamphlet written by an agency that is underwritten by and supports the food industry in general should be considered suspect! What next - Tobacco agencies dictating public smoking policies? Homeopaths writing federal medicinals legislation?