I have previously posted a detailed review on my experience with the Royal Black Henna as a hair dye. In this post I will try to provide more details about the product in a simpler way.
First off, many might think that it exists only in the black color. However, the Royal Henna brand offers a variety of colors: 
The next thing you must know: Royal Henna is NOT a natural hair color. It does contain natural Henna (Red Henna i.e. Lawsonia Inermis) but natural Henna alone will NEVER dye your hair any color other than red (or add a reddish highlight depending on your hair color). Hence, the only way you can get all those colors mentioned above: black, brown, burgundy, chestnut and red, is to add chemicals to the Lawsonia Inermis. In this Henna brand, the chemical added in order to obtain such dark colors is PPD. PPD (para-phenylenediamine) is potentially dangerous. Fortunately, it's not hair damaging per se. It will only color the hair semi-permanently.
The problem with PPD is the allergic reaction it causes when it get absorbed by the skin. Therefore, when using this brand of Henna, you really must avoid any contact with the skin. Apply the henna only to hair strands, do not rub it into your scalp or use it on body/eyebrows...You also shouldn't leave it for more than one hour. It's fully enough to obtain the right color.
One more thing: until the Henna color is completely faded, you should not bleach, dye or chemically-treat your hair in any way whatsoever! This can be very damaging to the hair. Now, color-wise, Royal Henna actually gives amazing results. I tried it in black, and I got gorgeous black locks with a wonderful shine due to the conditioning effects of the Henna. The color lasts for a very long time, 3 to 5 months for me. But certainly you will need to touch-up less frequently that with regular hair dye.
Royal Henna is also very cheap and available almost everywhere around the world. I personally would stick to it for now because I'm very satisfied with the color and the conditioning effect.