Here is a list of non-toxic pigments I found on WetCanvas a while ago:

Violet-Blue
Ultramarine (PB29)

Green-Blue
Phthalocyanine Blue GS (PB15:3)
Manganese Blue (PB33)

Violet-Red
Pyrrole Red (PR254)
Anthraquinoid Red (PR177) (good substitute for Alizarin Crimson in oils)
Naphthol Carbamide (PR170)

Yellow-Red
Quinacridone Red Y (PR209)
Naphthol AS (PR188)

Orange-Yellow
Benzimidazolone Yellow H3G (PY154)
Arylide Yellow RN (PY65)

Green-Yellow
Arylide Yellow 10G (Azo Yellow Light, PY3)
Barium Chromate Lemon (PY31)

Secondary Hue Positions
Ultramarine Violet (PV15)
Dioxazine Purple (PV23RS)
Phthalocyanine Green BS (PB7)
Viridian (PG18)
Chromium Oxide Green (PG17)
Perinone Orange (PO43)
Benzimidazolone Orange H5G (PO62)

Other pigments:
Yellow Ochre, Raw & Burnt Sienna, Raw & Burnt Umber, Red Oxide, Venetian Red, English Red Oxide, Mars Yellow, Mars Orange, Mars Red, Mars Brown, Mars Violet can all be considered completely safe too.

Another site with a list of pigments and their health hazards:
http://www.ci.tucson.az.us/arthazards/paint1.html