Manyy gemstones in jewelry have gone through some kind of enhancement to make their color better. It's generally legal to put a stone through one of these and not tell the buyer about the enhancement as long as the change is permanent, the improvement holds even out of the gem's setting, and no trace can be seen under a 10x magnifying jeweler's loupe.

Soaking in acid can lighten a gem that is too dark, or remove all the color from a stone that should be colorless but isn't.
Chemical treatment
Other chemicals can make the color of a gem more consistent. Agate, for example, can be soaked first in sugar and then sulfuric acid, and the multicolored stone will be completely black (and is often sold as onyx).
A thin coating is added to the gem, often a clear one to make it more sparkly or a colored one to make the original color deeper.
Usually this is done to opaque stones; a light-colored jade might be dyed a darker color.
This can only be done to a gem that will never be seen outside its setting; colored foil is put behind the gem to make the color brighter, or silvery foil behind a clear gem to make it shinier.
Glass filling
The uncut gem is heated to an extremely high temperature and then powdered borax, aluminum, or silica is packed around it -- the powder melts and fills in any cracks in the gem.
Some gems just change color when heated very hot. Topaz is usually white or clear when mined, but extreme heat turns it blue.
Some gemstones change color when exposed to radiation; topaz, diamond, aquamarine and pearl sometimes have this done.
An oil containing a dye is used to treat any cracks in the gemstone. This one can wear off after a while, but wiping the gem off with cooking oil apparently helps the treatment last.