Here's a fun way to add a collage_like feel to your coloring book page: try make a rubbing! All you have to do is put some sort of textured object under the coloring book page (above, it's a series of coins). Then gently shade the space with the side of the pencil or colored pencil point to fill in an area. It can give interesting bits of texture to an area in your coloring book page, and when used on an entire page, it can create a cool effect.
Indenting is an awesome technique that can add texture and character to your coloring book pages. First, start by either removing the page you're working with, or by inserting a rigid backing, so that you won't inadvertently add texture to the pages below the one you're coloring.