I've tried to dye my hair red, and it won't stay in my hair... without washing out and creating a pool of red as I take my showers. Then it goes into this washed out "pink" look -- about a week into the red coloring.
The one trick that I found was in finding an orange-ish/red-ish hair toner/conditioner rinse that would hold the color for longer periods of time. It has been over 3 years since I tried this last, so I don't remember the exact brand names that I tried... but this seemed to work the best.
Whatever you do-- don't go from Red to Platinum Blonde. I did this, and it caused my hair to be the consistency of cotton candy. I had to just shave my hair down to about 3/4ths of an inch and grow it out. During this phase-- I wore wigs for 2 years while my hair grew out.
I eventually found that I just do a lot better with my own natural base and minimal highlights. After growing my hair out to a healthy length that I liked, I certainly didn't want to damage it further.
When I feel a need to "go red"-- I wear a wig now!
Noriko, Raquael Welch, and Rene of Paris have some fabulous red wig colors that look a lot more natural on me than when I was dying my own hair.
You can find some great wigs at Wigs.com -- and Name Brand Wigs.
Both have great wigs-- Name Brand has better prices -- and Wigs.com will match their price and take an additional 10% off.