We made these cute little Sesame Street Popsicle Stick Puppets to help with our colors. They are easy to bring with us and "match" things around the house, park, and store. I just copied pages from a coloring book to make the heads, colored them their respective colors and put a little piece of tape of the to keep them on their coordinated-colored popsicle stick. Buga really liked helping me make these and they are great characters for Color Wheel.
*You could laminate them if you wanted them to be more durable.