We've all seen toys and things that change color when you run them under warm water or heat them up in the sun. Some of us were especially mesmerized and had to find out what made them do that. It turns out that this is a property called "thermochromism" and it can be implemented in a number of ways.
This particular pigment is a Leuco dye type pigment which is made up of a mixture of Leuco dyes, weak acids and salts microencapsulated in polymer.
Sounds complicated, right? Nah, it's not so bad.

All you need to know is that this is a very fine, colored powder that changes to a clear powder when you heat it to about 92°F (33°C).
This is really cool for a lot of reasons. You can mix this pigment with paint to create thermochromatic paint for craft projects or to make temperature indicators.
It mixes with Sugru and Polymorph as well, rendering them both thermochromatic.
Use a controllable electric heating source and you could even build a thermochromatic display!

This pigment comes in a 20g bag, which is more than enough to play with and just enough for a good sized project (depending on what you're doing with it).
Careful not to overheat the pigment as temperatures over 200°C can cause irreversible damage to most Leuco dyes.

Documents:

• MSDS