Henna is awesome. I adore it and will likely never go back. Seconding Maf's recommendation of joining the long hair community. I'm a member there and rarely post, but it's a wealth of info when I need it.
Pros: It not only colours your hair. It strengthens it, smooths it, helps eliminate dandruff, prevent lice, and I've found I get split ends less frequently.
Cons: Your hair will likely smell like hay for a week or more. I personally don't mind this, but some people do. It's permanent, as in chemical dyes don't take well after henna.
Pro/Con: It may be a steep downhill into other awesome natural haircare techniques.
Personally I use Henna from Henna Sooq. They have a Canadian store, great customer service, and sometimes they throw in freebies based on my previous orders.
I use the Jamila henna powder. I need at least 300g worth for my hair length, though next time I think I need to upgrade to 400g.
Photos...
Here's a few of right before I hennaed for the first time. I used lots of chemical dyes and had a lot of recurring dandruff issues. Also, grey hairs everywhere.
And I took a photo of my henna mix for good measure. I use lemon juice and a hint of fruit tea, with generous sprinkles of clove and cinnamon. It becomes this great green-brown paste that smells like indian spices... in a barn.
Here's a few days later, after the colour oxidized a little.
The dandruff was mostly gone and all my grey was covered.
Another pic, much more recent and after a number of applications (and longer hair):
I'm basically sold forever. If you have more questions I'm sure we can answer.