Me! I did. Twice. First time was back in 2005. I had been really quite blonde with highlights. Was getting roots done every 6 weeks or so. Had them make me a proper brunette at Charles Worthington in Exchange Square in London - great salon. They made me a deep warm brown, shiny as hell it was. They "filled in" my blonde and made me a dull khaki and then did the warm red. If they were doing a neutral or cool brown they probably would have "filled in" with a ginger toned transitional colour to balance the ash. But because I was going quite warm, I needed the ashy neutral tones in my base/filler.
2nd time was back in early June, did it myself. Used a similar philosophy. My highlights were not as "full on" this time, I was Jennifer Anniston's type of colour. But I still needed a transitional shade. I had chosen Nice n Easy Natural Medium Golden Brown as my "new" shade so used Loreal Recital Preferance "Rimini Lightest Brown" as my transitional shade. It worked a treat - pics on profile.
Do your highlights start to show again? A little - in a very subtle way, as colour fades, but its lovely having that graduation of colour. If I lose that and start to look very blocky or build-uppy, I will get some highlights, probably just a t-section, and "colour over" with a shade lighter for that graduated look. But if you choose the right colour, you should be able to have a block colour easily enough - its when you go too dark that it feels wrong.
If you are scared, a good transition into brunettedom can be to go brunette but to have a hairdresser do it and put a few slices of lighter colour on the under layers - so you are not getting roots as such but it slightly lightens and adds interest to the overall effect. That's what I had Charles Worthington do back in 2005 and I think it made it much easier to be a brunette.