I'm not natural, but I color a lot and wanna throw my two cents in.
Go to a professional who REALLY knows what they're doing. I somehow managed to get highlights twice a year for YEARS and my relaxed hair was full, long and thrived. It grew like weeds and never broke off. Not to mention, I was getting my relaxers and highlights at a regular ole dominican salon.
When I color it's usually with demi-permanent or semi permanent, but last May, I went to a good salon where a master stylist with AMAZING reviews did my highlights and they came out perfect. My hair didn't flinch, disintegrate, nada. Not saying that it can't happen at a salon or that it will happen if you try at home; some women can color at home and their hair is fine. At the end of the day, it's all a risk, but I think having a professional do it IF you decide you wanna go that route, is imperative.
For those doing full head colors or darkening the hair (especially to black) just use a REALLY good demi-perm color; no need to go the permanent route. Demi's last SUPER long, leave the hair shiny and isn't anywhere near as damaging as permanent.