Within Eclipse, the simplest approach would be to use System.err.println
for lines you want to be in red - I believe that's the default. (You can change it in Preferences -> Run/Debug -> Console).
That difference won't show up when running in a real console of course, but I don't think the Eclipse console supports ANSI colour escape sequences etc.
EDIT: For the Windows console, I'd expect ANSI escape sequences to work. It's not hugely portable, but if that's not a problem, you could just create a class to encapsulate the escape sequences appropriately, so you could call something like:
ansiConsole.printRed("sample line in red");
ansiConsole.printBlue("sample line in blue");
(I'd probably make those methods return back to whatever the "current" colour was after each call.)
EDIT: As noted in comments, the Jansi library already exists, so you might as well use that. It doesn't have the methods described above, but I'm sure it'll still do what you want...