Lots of people are wary of dyeing their hair because of horror stories involving dry, straw-like effects on their beautiful hair. This is avoidable, since soft dyed hair is the result of careful application and post-dying care.
To start, you'll need your hair dye, Vaseline (or similar), conditioner for dry hair, and moistening shampoo. Begin by applying the Vaseline to your forehead, around your ears, and around the other edges of your hair. This is done so that the hair dye does not dye your skin. The Vaseline provides a barrier preventing the dye from affecting your skin.
Follow by dying your hair according to the directions in the box. Hair dyes vary, but the instructions on the box tell you how to properly apply their product. Prevent discoloration by making sure to even coat all of your hair with the dye.
Let your hair air-dry after you have washed the dye out of your hair. Blow-drying your hair immediately after dying can give it a duller appearance.
I usually wait about a half hour after dying my hair, and then rinse it again in the shower to make sure that I've removed all of the dye. This is probably because I'm paranoid about dying my pillows brown, but I've never done it any other way.
Before you wash your hair, apply your dry hair conditioner, then wait a few minutes for it to set in. This keeps the hair nice and moisturized. Follow by shampooing your hair with the moisturizing shampoo, and then re-conditioning your hair.
Follow the above steps every time you shower, and you'll keep your hair soft and moisturized, instead of dry and crinkly.