Hi,
I've been making my own ochre pigment, extracting it from rocks which have appealing colours. I did very little research before I started experimenting, but I've ended up with something which compares well to the professionally made ochre I've bought. I've posted pictures, instructions and a video on my blog:
http://danielkeating.blogspot.com/2011/10/making-ochre-paint-by-hand-part-2.html
Hope you find it interesting... but I was wondering, is there anyone else here with more experience? Is what I'm doing a common way of extracting ochre, and can I improve the process further? Is it technically "ochre" in the first place???
The way I do it is very time consuming, and for that reason I use it sparingly.