What is the best way to frugally add some color to my sun room?

Make pillows

http://www.hometalk.com/diy/decorate/pillows-throws/boho-chic-easy-pillow-tutorial-28197177

Plants

Stephanie, do you mean on your windows, your walls or your furniture? Or your floor? Or any of the above? Paint is the least expensive option. I love painted floors and they are easy to do. Also they don't fade like fabrics. On a screened in side porch we have the floor was painted green and I used cheap fleece throws ($3 each) to wrap the furniture in when it needed recovering. You could also use art work if you have the wall space.

A picture would help. Do you have furniture? If so, decor and pillows are always good for pops of color. Plants in colorful pots are good as well. ...and of course, as others have mentioned, paint is always an option.

Plants seem to be the most obvious option. You can divide some up or root from cuttings to make it less expensive. Just do some research to find out what plants will work best in your space so you don't waste money on plants that die.

Shop your own house and find things you may have tucked away and forgotten about. If you wish to add items, shop garage sales, Goodwill, thrift and second hand stores and do a little diy to spiff things up a bit.

Go to Home Depot and Lowes and many times they have paint returns. Pick one of the colors you would like and go for it. Cheap

A couple nice mirrors.

I have bought an old bench for the room. I used a bench cushion, and covered it with a new bright sheet, then sprayed with scotchguard. I also added a new pot which I painted to match the cover and added some artificial bushes that were on sale from the Hobby Lobby. Looks decorator with a painted center table and a tea set.