I used white paper fans I purchased from Party City. You can get them most likely at other stores, too, in the party section.
I transferred left over liquid Rit dye into Inkssentials spray bottles from Ranger. Make sure to cover your table and wear gloves as this gets quite messy! You could, of course, spray with thinned acrylic paint, Dylusions Ink Sprays, Glimmer Mists, etc.
Open up your fan and tie with the string provided.
I first tried dipping the end of the fan into the dye, assuming I could get a gradation of color, but because the cardboard end got so wet the glue started to loosen. So that's when I resorted to spraying it rather than dipping.
Give it a good spray on both sides, using paper towel to mop up excess.
Let them hang to dry, but remember they will drip and this is fabric dye, sooooo....watch that they don't drip on any towels, rugs, dogs! ;-)
I dyed four or five packages of fans, so I have about 15-20 fans. Watch to see where these end up for the party! :-)