I once saw some discussion on these boards about white balancing to all sorts of different colors. These colors seemed to range from very light to very dark (eg light blue/gray to dark red). But when I try to manually white balance to differing colors, the camera won't recognize anything outside of very light grays. I thought I just might not be getting enough light on the darker colors but I pointed a light directly at a middle of the road gray board but the camera didn't pick up on it.

What am I doing wrong?

If you use manual/custom white balance you want to do this with a neutral color which means a color that has Red, Green and Blue components of the same value. white, neutral grey are some of them.

Then of course you may intentionally want to go warmer or colder so you can use colors that are warmer or colder for white balance effectively fooling the camera by telling it that what you are showing it is neutral.

I always carry a grey card with me in my bag but a white sheet of paper will work as well.