I tried that. I visited local salons and they looked at me like I was sprouting extra heads. I phoned salons within a 100 mile radius and they thought I was joking. They were happy to color it pink or green or pitch black, but grey was like some horrible foreign thing to them. I'm not saying this would be the case everywhere, but it was here. The only place that seems to be 'into' grey hair is Asia and that wasn't in the budget!
I thought about doing it at home, but it's just too damaging to get dark hair bleached comletely and then colored grey. So I just toughed it out. It really wasn't that horrible. When I was having a particularly skunk-like day, I just dabbed on some Fanciful wash-out color and it was fine.
Also, I cut my hair and kept it at chin/shoulder length. It would take a lot longer to grow out (and looks worse to me) if one has really long hair and keeps it long for the whole transition.