Soak pinecones in any of the following solutions. When the pinecones are thrown into your fireplace fire, they will burn different colors.
1/2 lb soda to 1/2 gallon water OR
1/2 lb borax to 1/2 gallon water OR
1/2 lb salt to 1/2 gallon water
After soaking pinecones overnight, remove from solution and place in mesh bags to dry thoroughly.