I just did my first henna two days ago. It was quite difficult to apply. I think the problem was that my paste was too thick -- seemed like a yogurt consistency to me, which is what everyone seemed to recommend, but maybe I just eat thick yogurt, haha.

So, the colour was applied a bit unevenly, but it still looks natural. I'm pleased with the results, so I'm more than willing to try it again (with a thinner mixture, this time)! I slept with the mixture on.

I was lucky, too; I got my henna for about $7 CDN from a local Indian grocer -- body art quality Rajasthani, 500g! I was afraid it was stale at first but the colour is just lovely. I think getting it from a store instead of online can be hit-and-miss, for sure, but I think it was definitely a hit this time around.
The Fair Minstrel Victoria, Keeper of the Celestial Charts and Protector of the Aquamarine Diadem in the Order of the Curly Crusaders

3a/b brunette curls
Modified CG-ish (sulfates, but no cones. Works for me :P)
Cleanse: Suave Coconut shampoo
Condition:Herbal Essences Hello Hydration
Stylers: AG Re:Coil and whatever gel I can find.
Double-plopping, octopus clipping (dry), and recently, diffusing.

To Waist Length!