This question popped up recently so I thought I'd stick some of the info in here to help anyone out.
Basically, its possible to change the colour of your flashgun, and best of all it's free! First of all you have to order a free swatch book from Rosco that gives you a whole selection of colours to choose from, the great thing is that these are a perfect size to fit over your flashgun head.
The book looks like this,
and it can be ordered from the UK site here: http://www.rosco.com/uk/filters/index.asp

(couldn't find a link on the US site but I'm sure if you send them an email they will let you have a book!)
*EDIT=CDS* U.S. Web site ;
http://www.rosco.com/us/filters/index.asp

Links to request samples at bottom of each gel page.
Once you get your filters, you have to figure out a way to attach them to your flash head.
This is the method I have come up with
All you need is:
some duct tape
pair of pliers
paperclips
Firstly bend the paperclips into a right angle using the pliers. I used four paperclips.
Now, simply attach them to the flash head using strips of duct tape. I put one clip either side and two on the bottom (to stop it wobbling). I left the top free so that the filters can easily be slid in and out.
I did the same to my other flashgun...
Finally, remove the filters from the book. The filters need to be trimmed to fit the holder. For my 430ex I simply cut off the end up to the hole that is cut into the filter. (They look better too with no holes in them).
They should fit your holder perfectly, and they are very easy to add and remove (and you can obviously stack them too if you want to).
There you go! simple! I just wanted to show my method of doing it as I have seen a lot of people using velcro. Whilst I haven't tried it it looks fiddly, the filters are more difficult to remove and you can't stack them. So I just thought I'd offer up an alternative.
If anyone wants to add anything go for it! I know nothing about colour temperatures... (well I know how to warm up or cool down a flash!) so if anyone knows of specific filters in the swatch book that warm up or cool down a flash to a certain temp then that would be useful.
Have fun!
Stu