For protein labeling we do recommend to use sulfonated dyes due to their better water solubility.Several problem can exist when you use non-sulfonated dyes for protein labeling in water-based buffers. First, precipitation of dye and protein-conjugate during dialysis purification procedure. The gel-filtration method is recommended for purification instead of dialysis.
In case of sulfonated dyes usage, you can use both purification methods.
Another problem is organic solvents like DMSO, it could screw up the conjugation reaction by precipitating and denaturating the protein during labeling (Arakawa et al. - Protein precipitation and denaturation by dimethyl sulfoxide, Biophys Chem. 2007 Dec;131(1-3):62-70).