Henna hair dye? I wanna try it.
I use it on my hair probably 2 times a year.
Pros: It's really gentle, long lasting, it is everything you want out of hair dye if you're not into changing your hair color and want your hair nourished, and it doesn't really alter your hair color dramatically. 1 hour exposed to air will create a very neutral almost non-existent moisturizer and change, 1 hour wrapped in saran wrap a slightly deeper shade, 3 hours wrapped will produce pretty dramatic results. I'll include before and after pictures of the red version.
Cons: Pretty much everything else ever.
Lush's line is expensive, but it's very stable in terms of getting the same results each time and it is easy to measure out and comes with things like shea butters and such for moisturizing your scalp. It's the only one I've dared to try.
Henna changes over time. My hair 5 months post henna is awesome. 1 week post henna looks horridly orange. It takes time for the color to relax in your hair, and that means odd colors if you're not doing something like black.
It's messy. Awfully messy. Anything that touches it gets dyed. And it clumps and muddies up everything. I do it outside in a black metal folding chair with a glass side table because nothing else will work. Your hands and arms need to be covered, you need to constantly clean it up off of you and who ever is helping you, and you have to KEEP wiping it off because it'll start melting down through the saran wrap onto your neck. Also, you need to coat your skin with a generous layer of Aquaphor (or something equivalent) before you ever even start because it will dye your forehead, ears, back of the neck, etc. The cool side of that is you can use any leftovers to draw on your arms.
The stuff is soooo hard to wash out. I spend literally an hour in the shower doing nothing else but washing myself, my hair, and the shower itself to get all of the henna to go away. A water-safe comb and tons of time working your fingers through sections and scrubbing is pretty draining after the whole making it and cleaning it process. It's grainy and muddy and even after you rinse all of the grains out all of the oils need to be washed out afterwards, and strings of green water will keep coming out of your hair even after a couple shampoos. I've even had it run clear on me one time and then find out in the next shower 2 days later rinsing my hair came out with more green oils.
It smells. Some people like the smell. I would say it's a 50/50 call on how it'll react with your body's chemicals. But unless you can wear several kinds of perfume without issues, it'll smell something like a cross between old lady perfume, wet hay, and overwhelmingly dirty wet dog. And that smells lingers. For me with longer hair (to my waist) it lingers for about 2 1/2 to 3 weeks. Eventually it will fade, and wash out, and there are things you can do to help mask it (I use Soultanicals kink drink which is another very powerful lavender-y scent that masks it extremely well), AND usually you only smell it when it is wet (aka sweating, showering, waiting for hair to dry) so it isn't impossible to suffer through, but it is really gross to me. and contrary to the internet, NOTHING stops it. I put so much ginger and vanilla extract and spices and such into my last batch you'd think I was running Penzy's. No difference.
You can't KEEP using it. If you dye your whole head, the roots will come out light and the ends dark. Henna stacks. That means you only really need to do your roots. More than every 2-3 years will cause the hair to darken more and more. So the lush red color in the final photo below is the very first time I dyed it. If I were to dye my whole head like that again the results would not be so dramatic and beautiful. The second to the last braided picture is more what my hair looks like on a day-to-day basis.
The biggest con: henna is very limited on what you can do with it. If you have black hair and add red dye, it won't make the hair red. It might add some auburn flavor to the way it shines in the sun, at the most, but it is a LOT of work and patience for such a very small pay off. On top of that, it affects everyone differently. My results may not be so dramatic, but they may be crazy good for someone else--or permanently turn your hair orange. On top of THAT, henna and chemical hair dye does NOT mix. So if you want to use henna and your hair isn't it's natural color to start with, you might find yourself with an awful color you hate and limited options for fixing it.
It's a lot of effort for a lot of cons and very minute (potentially) results.
With that said, I hate hair dye (with an exception I'll mention shortly) and henna is the only, and consequently the best, option for me. My goals were to give my hair a healthy mask to soak in nutrients it really needs, as well as moisturize and calm my scalp without harming it, and give my hair a slight boost since I no longer work in the sun constantly and I'm not a true ginger (aka I have brown aspects to my red hair instead of the stark-red hair of a ginger) and not being in the sun dulls it and makes the color look very brown in fake light (aka anything but sunlight).. So for me, the pain in the ass is worth it since I only do my whole head once every 2 years and my roots twice a year and the roots aren't AS bad as the whole head.. so it's not sooo expensive in that aspect, and I NEVER EVER do it alone and I suggest the same for you.
Another option that is NOT as big of a pain in the ass and might give you what you're looking for in the temporary if you're not yet ready for that plunge is semi-permanent, which is what I used to use for fun in high school to turn my hair brown-er on purpose (since it was cool and hip to tease gingers for a while). It's inexpensive, produces light results, it's fast and easy, and it washes out on its own. Word of caution: they wash out differently, with red being the fastest and black taking forever (months and months for some). The lighter colors are pretty safe to play with, browns and blacks will last much much longer.
My hair on semi-permanent: Forgive the high school picture.
My hair before I put henna in it for the first time: Forgive the art-project picture. These two pictures are natural hair color.
And in fake light:
My hair immediately after henna to show you the horrid orange look it gets:
And post henna when the nasty smell is all gone and the orange-y ness has faded.
I'm on the right.
With my friend's high quality camera.
.. Sooooo there you have it! My two cents based entirely on red henna hair dye from Lush and no other data.