I go to a salon. It's (one of) my indulgence. If I don't, it ages me terribly and I already have pale skin and vitiligo which I'm self conscious about. Plus if my hair is my 'natural' colour, I look like one of those feral cats out by the bins - grey, silver, brown and lighter golden. It's curly and short.
I recently had a reaction to a cheaper hair colour (itching for 3 days) at a cheap hairdressers so I'm now going to get my hair coloured by the quite posh local salon using a gentler, less chemical (no PCP) dye, and get it cut somewhere much cheaper.
If you're going to use a new hair colour, try it out first with a little skin test behind your ear and leave for 48 hours. That way you'll know if you react nastily to it or not.