My initial reaction is "Why not just use a pencil", however I realise others like coloured dots/flags/indicators of some sort. I have never played bingo (outside of the school setting, where we drew up our own grid, and just crossed the squares out using a pen), so I did do a quick google for "What the hell is a bingo dauber" and this did tickle my fancy
(You'll have to click it and see)... Coloured dots are not my style, but it would be fascinating to try and call under black-light.
Jessie_K's questions also came to my mind when I saw what they were. I imagine they would be a lot like permanent marker, in which case, 80GSM paper (Standard weight) would very quickly let the ink through, and it seems rather inflexible.
I find the coloured dot's I bought when I started out still sit in my stationary cupboard at home (yes, I am that addicted to stationary, that I have an entire wardrobe filled with it), however I found that if you stuck the dots on a plastic sheet protector before you stuck them on the page, at the end of the run, you could recycle them by sticking them onto the sheet protector again (I got 2 shows out of mine before I discarded the method, and the plastic sheet is still in my cupboard, and the dots can still be removed and re-stuck), which makes the dot method extremely cheap.