The material. Some coloring books offer the ability for the child to simply run over the surface with the pens or crayons provided, and it will turn out to be the right color regardless. Some are more like paint books, and some have magic marker surfaces and come with markers that will not show up on any surface but the specially prepared book pages. Choose the book that best suits you and your child. If you are worried about markings on the walls, then dont select a pack of basic crayons, get something that uses special crayons. If you want your child to exercise their own creativity and not have to fit in the lines or color schemes planned, get basic pages. It is up to you.
Coloring books are a thing of the past. Kids today arent as thrilled by a basic coloring book as children a generation ago. That is because these children have been spoiled by all the fantastic new methods of coloring using the computer or with fancy markers and pens. While you might get away with a coloring book and crayons for a long car trip, dont expect your school age children to sit quietly at the table coloring pictures the old fashioned way - there is a something better around, and they know it.