I use Clairol Natural Instincts and haven't had any trouble with it. I try not to do anything permanent as I have reddish hair (or did - it's mostly gray now lol) and it fades fast. Natural Instincts comes in non-permanent and permanent choices and aren't harsh and while I've tried other brands I've always come back to this one. Hope it helps!
You're welcome! I've never gone to a salon to get color done - need to save for Cathe DVDs and the new Fit Tower - but haven't had an issue with anything boxed. Just have to make sure you don't get the dye everywhere since it can cause stains! My boyfriend thought a mass murderer had gotten to me when I wandered downstairs with red dye (it isn't red when applied) dripping down my face and somehow across my neck (shower cap is a good idea)!
I've used L'Oréal Feria. I have thick ish hair and it feels like silk when I'm done. I agree about the mess though! My hair is past my shoulders so I usually get 2 boxes. One a rich auburn brown, then a reddish for underneath. Good luck.