I use henna on my hair. Specifically, the lush brand. I've used it three times now--each with various results. It is not nearly as consistent as chemical dyes.
1st time - AMAZING results. It lightened my hair, but didn't change the color at all, just made it more vibrant and shiny. It was completely worth the pain in the ass application process.
2nd time - I was really upset with the results. It made my hair really dark in comparison to the color it usually is, and while it was red, it was definitely noticeable that I was using some sort of enhancer in my hair which is something I didn't really want. It did even out after a week and a half, and the results were tolerable after that.
3rd time -- and most recent. The color came out awesome, I like it, although it is still making my hair a shade darker than I would like it is definitely not noticeable in comparison to the second time. However.. it made my hair smell like rot. Something I have not, two and a half weeks later, been able to get rid of.. I switched from solid shampoo to regular, crappy meant-to-strip-your-hair shampoo and conditioner, and still it smells like old henna when it is wet. It smells fine dry, but wet it smells awful to me. Like old, nasty shampoo and henna. It just isn't a good smell at all, it's nauseating. I've had to deal with this my whole trip, and I'm going to soak the crap out of my hair in apple cider vinegar and essential oils to try and help when I get home, but I don't think I'll be using this again on my hair because of this.
Cons: The results are inconsistent, and while I don't know why my hair smells awful this time and was fine the other times, the smell is awful enough to push me away from it.. and the application process is a pain in the ass. Major. I have two people to help me apply it to all of my hair, vaseline all over my face and neck to prevent stains, and two hours of 'leaking' oils and moisturizers later it takes at least an hour in the shower to wash all of the mud and oils out of my hair.
Pros: It really does moisturize your hair so much. My hair feels amazing after this. The color on the first try around was so awesome I was really happy with my hair entirely for the first time in my life.
That's my experience with it.