I spent a decent chunk of my weekend working on the Little Guy's cake for the first of his three birthday parties. One cake, six different frosting colors. To get the frosting into the decorating bags with minimal mess, I relied on a Martha kitchen tip I've been using for years:
Put the decorating bag in a tall glass to create a liner, and shove the frosting in. Of course, Martha doesn't shove the frosting in--she gently reasons with it--but shoving worked just fine for me.