Dipolar colloid particles tend to align end-to-end and self-assemble into micro- and nanostructures, including gels and cocrystals depending on external conditions. We use molecular dynamics computer simulation to explore the phase behavior including formation, structure, crystallization, and/or gelation of binary systems of colloid particles with permanent dipole moments. Particle-particle interactions are modeled with a discontinuous potential. The phase diagrams of an equimolar binary mixture of dipolar colloid particles with different diameter ratios and different dipole moment ratios are calculated in the temperature-volume fraction plane. Several types of phases are found in our simulations: ordered phases including face centered cubic (fcc), hexagonal-close packed (hcp), and body-centered tetragonal (bct) at high volume fractions, and fluid, string-fluid, and gel phases at low volume fractions. We also find several coexistence regions containing ordered phases including fcc(a)+fcc(b), fcc(a)+hcp(b), hcp(a)+hcp(b), bct(a)+bct(b), and bct(a)+bct(b)+large voids where a and b are the two species. Two novel aspects of our results are the appearance of a bicontinuous gel consisting of two interpenetrating networks--one formed by chains of particles with high dipole moment and the other formed by chains of particles with low dipole moment, and cocrystals of large and small dipolar colloid particles.