Chubfuddler - You ought to go to a good colourist.I do my own, but got the guy who used to do my hair to advise me.
I can offer you my two methods of home colouring. First you need to pick out the shades that are right for you. If there are reddish/gingery tones in your hair, you'll need ones labelled 'warm' or 'golden'. Otherwise, stick to the ones that call themselves 'natural'. You can experiment with combining the different types, but get proficient first!
Method 1 requires 3 different shades and looks very professional. You don't want wildly differing shades; maybe a mid-brown, a light brown and a dark blonde.
Make them all up. Use a comb to segment your hair - big chunks will do, just try to balance left and right. Start with the darkest shade and put it on the underneath of your hair - where the sun doesn't lighten it. Then use the lightest one along the centre parting, front to crown, and at the sides of your face. Fill in the rest with the middle shade. Make sure all the hair is coated, and allow the edges of your sections to blend - we're aiming for natural, not mottled!
Then continue as per instructions. When you comb it through before rinsing off, comb the lot. This also helps with blending.
Method 2 is cheaper & quicker, but less interesting. Use a single shade. If your shade is a lightener, start at the top front. For darkeners, reverse that and do the underneath back section first. Leave it 10 minutes, then do the middle. Finish off the rest after a further 10 minutes. Wait 15 minutes more for a product with a maximum developing time of 45mins. This method won't work with ten-minute products.
Comb it through all together, as before :)