@Yarok: If you do pick up pigments in an art shop be sure to check out the micron grind - it varies widely and anything over 50 microns isn't really usable for models. You also need to be sure that the pigment doesn't contain cadmium, mercury, tin, arsenic, radium, lead or other hazardous materials. Last, but not least, it's important to know what percentage is pigment and what percentage is addition.
With a graphite pencil you can usually get a fine enough powder if you use the edge of a hobby knife.
Of course at 4.00EUR I still say you're better buying pigments that have been tested and packaged. You'll never use 100g of pigment.
Thanks for the comment - much appreciated!