I've got a few things from LUSH.
Got a friend that works there and she uses their henna, she's got naturally "mousy" brown/dark blonde hair, also she's vegan and VERY particular about what products she uses.
She colors with LUSH's Caca Marron and got a beautiful deep brown color
If I decide to go with henna (currently bleaching) I'll get either LUSH or Santé.
Oh, and I only use make-up without preservatives and synthetic dyes
Really LOVE the mascara & lipgloss from 100% pure.
Also check out "Jane Iredale" (although some of the products contain synthetic dyes so check first) love their stuff and it's a fairly "common" brand.
Product list WITH ingredients can be found here
http://janeiredaledirect.com/.