A.C.
I would recommend visiting the website www.hennaforhair.com. It cuts through a lot of the malarky. True henna (lawsonia inermis) will make your hair red, and the red will be based on your hairs' natural color (ie, if you're blond and use henna, your hair will be brighter red, if you brunette hair, it will be darker auburn). There is a plant-based indigo dye (indigofera tinctoria) that will dye your hair black. By mxing the two, you can create a brunette color. Directions on it are at http://www.mehandi.com/shop/brunette/brunette.pdf.
I used to order my henna from San Francisco Herb Co., but I only ever used straight henna (lawsonia inermis) and not indigo.
I loved being a redhead (I'm a natural light brown). :) It definitely covers gray.