I use L'Oreal Majicontrast in Pure Copper, and then top up the colour with La Riche Directions in Coral Red.
The Majicontrast is a professional colour, like the ones they use at the hairdresser. I get mine from Sally Express and it costs £10.99 a tube. You only need half a tube to dye boob-length hair though.
You have to mix it with peroxide (there are instructions with the Majicontrast as to the mixing ratios.) There are different strengths of peroxide - the strongest is 40 vol/12%, then 30 vol/9% and the weakest is 20 vol/6%.
The Majicontrast lightens your hair as it dyes, so there is no need to pre-bleach your hair and you still get a bright vibrant orange. I only use the 20 vol peroxide and it's definitely strong enough to lighten my natural mousey brown hair up to bright orange.
Unfortunately, as with any bright colour, it does fade quite quickly. To keep the colour topped up I use La Riche Directions in Coral Red, which comes out as a deepish bright orange. The Directions dye is a one-step dye, it comes in the pot already the right colour, you don't have to mix it or anything. I get mine from eBay and it usually comes in at less than £4 a tub, which will last me up to about a month.
I use mine in the shower as you have to use it on damp hair and only leave it on for about 10 minutes (although you can leave it as long as you like as it doesn't contain any harmful chemicals that could damage your hair.) I mix it in a 2:1 dye to conditioner ratio and massage it through my hair, then wait 10 minutes and rinse it off. It brightens up my hair for about three washes.
Using these two dyes means my hair is in a much better condition than it had been before when I was using box dyes for the red. The Majicontrast and the Directions dye are both much better for your hair than box dyes, and certainly better than pre-bleaching your hair to get a bright colour!
I mix my hair colour in a plastic pot (usually an old Chinese takeaway container - never use a ceramic or metal bowl) with a tinting brush, which I then use to apply the colour.
I also have a Tie Towel, which is a special dye and bleach-resistant towel specially designed for dying your hair at home. It's shaped like a cape and has a toggle at the front so it stays around your shoulders, unlike if you just use a normal (old) towel, which falls off every time you reach up to your hair. I'd recommend getting one if you dye your hair at home regularly.
Once I've applied all the dye I put a shower cap on (one especially for dying my hair, I don't use it for anything else) and blast it with a hairdryer on a hot setting for ten to fifteen minutes. This speeds up the development time a lot, you have to leave it for at least half an hour otherwise.
Then I just rinse it out and use an intensive conditioner which I leave on for as long as I can, to counteract any drying effect the dye might have had on my head.
Et voila! Bright orange hair! Simple really!
Upkeep and Removal
Take a look at my dyed red hair guide for tips on keeping your colour vibrant and how to remove it when you've had enough. The exact same goes for orange as for red.
I hope this has helped some people, if you've got any more questions feel free to ask- it's probably easiest for me to reply via Twitter or Formspring.