Please check out the recipes on this site for using
body art henna or henna and indigo (or henna, indigo and amla)
http://www.hennaforhair.com/gray/index.html
There are various color combos one can get by using these natural plants which are very good for the hair. For example, to get the blackest black (blue/black) some of the ladies "hendigo" by using henna first, rinsing well, then using indigo right after. Using indigo alone results in a dirty blue, off color and is not recommended.
Also, henna is permanent and colors grey permanently. If you make a mistake, you can henna again the next day without harming your hair since no chemicals are being used. It does have protein though so deep conditioning with a good moisturizing conditioner is recommended after a henna treatment.
Yes, it can be messy at first. After covering your grey, you can always do "henna glosses" in the future, which means mixing your henna mixture with honey or a conditioner.
The sites below have more information. There is a very long but excellent thread here about henna.
www.hennaforhair.com
www.hennasooq.com