Some dice come with grooves for numbers but are uninked to begin with.  Examples include Gamescience, Windmills, handcrafted dice, and other older precision dice.

Task:  Inking uninked dice.

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Recommended:  Paint Markers or crayon, isopropyl alcohol (any %).
Why:  Gel pens are more difficult to use with narrower grooves than with popular dice like Chessex or HD.  Paint markers are easier to do, and clean up is faster.  Crayons require a little more force (effort), and can get flakes in the way.  But crayoning can usually be done in a wider variety of colors.
Method:  Simply use the marker in the grooves.  Don’t worry about being messy in the number.  Wipe off excess with a paper towel slightly dampened with isopropyl alcohol (I dab it off on another paper towel before applying – it shouldn’t be drenched).
Crayon Method:  Rub a crayon into the grooves in different directions and angles until filled.  Use high quality crayons (crayola) and try to change the power towel or napkin they’re sitting on to avoid getting wax flakes on them.
Note:  Sharpie permanent markers can be used if metallic (gold, silver) or sometimes black. Colorful sharpies will not work well.  For example, if you’re inking yellow dice and try a blue sharpie, the marker will show up green.  Also, the metallic sharpies are much more “paint like” than the colored sharpies.

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If you have dice that are inked in white or a light color, and the dice themselves are not translucent, it’s easiest to simply go over top of the number.  Note:  This is also good to do on translucent dice if you want the color underneath to show through for effect.

Task:  Re-Inking dice.

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Recommended:  Gel pens, paint markers, permanent markers, or acrylic paint.  Isopropyl alcohol 71% (if needed).
Why:  These cover up the under-color best.  This should only be done on non-translucent dice (or the previous color will show underneath).  Gel pens take longer to dry, but are available in many colors, including some glittery tones. 
Method:  Using gel pens, fill in the number grooves.  Consider doing this on just the top-facing numbers.  Let dry.  Then do the bottom facing numbers.  Important:  These can take a long time to dry depending on brand.  I usually just give it a day, but most pens will dry in around five hours.
Paint Markers:  Same as inking un-inked dice above.
Permanent markers:  Again, this usually only works with black or metallic sharpies, but it depends on the color of the die.  Simply marker in the number and rub excess off with a cloth or paper towel with just a bit of isopropyl alcohol.
WARNING:  Use test dice first.  Set timers if soaking dice.  Do any of this at your own risk.

Task:  De-Inking dice.

Recommended:  Isopropyl alcohol 91%
Why:  If you need to de-ink dice, do not start with acetone, brake fluid, or nail polish remover.  Consider testing on a similar brand of die but something you don’t mind messing up.  Saturate the number groove with a q-tip and rub into the number.  Use a toothpick along the groove to scrape at the same time.  If the number still isn’t diminished, try a toothbrush.  If the ink still isn’t budging, you can soak the die in isopropyl alcohol, usually for about an hour.  Again, it’s wise to try in smaller amounts if this is your first time de-inking.  An hour soak will usually do the job.  If the brand of dice you’re using is still having trouble, use alternative methods like acetone or brake fluid at your own risk only.  This has been known to ruin certain dice.