Haven't done it, only used torches with inherently different colour temperatures, but if I wanted to I would just use any torch I had that didn't kick out a bucket full of heat once it got going (which could melt the gel).
If you need to light something far away / quickly, there are incredibly powerful torches that give out minimal heat now, LEDs etc. There are LED microchip torches that chuck out a ridiculous amount of light, and I don't think, much heat - a company called Cree make some, though I'm sure there are plenty of others. You could also look for torches with focusable beams and adjustable output to give you more control.
As for how to do it, get something coloured, stick it over the end of the torch and point it at your subject...