For protein labeling, we do recommend using sulfonated dyes due to their better water solubility. Several problems can exist when you use non-sulfonated dyes for protein labeling in water-based buffers. First, the precipitation of dye and protein-conjugate during the dialysis purification procedure.  The gel-filtration method is recommended for purification instead of dialysis.

In the case of sulfonated dyes usage, you can use both purification methods.

Another problem is organic solvents, like DMSO, could screw up the conjugation reaction by precipitating and denaturing the protein during labeling (Arakawa et al. - Protein precipitation and denaturation by dimethyl sulfoxide, Biophys Chem. 2007 Dec;131(1-3):62-70).