Heat treatment has been around for centuries; since someone discovered applying high heat to a bland gem turned it into a fantastic gem. For example, heat changes the color of pale amethyst to yellow which is then sold as citrine. Heating aquamarine removes the green undertones producing a bluer more deeply colored stone.
Many gemstones, such as lapis, serpentine, coral and pearls are dyed to either improve their color or create unique colors not found in nature. Stones may be also dyed so they look like other more expensive gemstones. A good example is dying magnesite to look like turquoise; which gives the look of turquoise at a much lower price. There is nothing wrong with dying gemstones, as long as you are aware of it.
Another way of changing a gemstone's color is by treating it with radiation (irradiation). Most blue topaz has been irradiated. Smoky quartz is irradiated to create its color. There are government standards in place to ensure there is little residual radiation before the gems and gemstones are sold.
Porous gems and gemstones such as turquoise, emerald and coral are routinely oiled or waxed to improve their color, luster and clarity.