I wish I could afford the upkeep of the highlights. I have gray at the roots and the hairline and I color the roots about every 4 to 6 weeks. I do this at home so it's pretty inexpensive. I'd love to have auburn highlights. Maybe, I'll make the plunge and if it gets too expensive I can always go back to coloring the roots.
I recently switched to using henna (at home). My hair is naturally very dark brown with about 20% gray. Since my hair is so dark, I am not bright red from the henna. Rather, I get a nice overall red wash look on my brown, and a nice auburn red on my grays. Ta da...easy auburn highlights. Finally, and UP side to having gray hair.

The henna is really great for my hair too...very shiny and conditioned.