There are several methods, one is adding water. The thinking is this: the alcohol should be at about 75% alcohol, and denatured alcohol sold in the US already has some water in it, or other compounds depending on its intended use (or of the means by which it is denatured). So, if you're not good at math, add H₂O and experiment. Otherwise, use the actual alcohol content percentage and factor in the amount of water to use.
Other remedies including using red Heet, which is something I do not advocate, because it burns sooty, and results in toxic gases. Toluene or acetone (nail polish remover) can be used, as that is what we added in chem class with the alcohol burners. However, we weren't cooking food with it, and also, we had vents to remove the poisonous gases given off. And who wants to carry a bottle of toluene on a camping trip anyway?
This came up once as we were considering a scout trip using the stoves. But they are not allowed to be used per BSA policy. The reason - there are two, and the water addresses only one of them - is that the blue flames are extremely difficult to see. This is addressed by the addition of water or other flammable substances. However, alcohol stoves are generally easily tipped over, and nothing can prevent this. In the end, we scrapped the idea altogether - but not before a bit of experimentation.
A word of caution: anything other than a clear blue flame means incomplete combustion. This will cause soot to accumulate on the pot/pan. Be prepared for a bit of cleaning, or apply liquid soap on the bottom.