Oddly enough, I played around with my hair color a lot more when I was trying to live as my birth gender. I've since been doing a lot of research on what it takes to pass as a man and, mostly through my own observation, I've noticed that the people that are normally viewed as those who dye their hair are women. That's not to say that men don't dye their hair, because they certainly do, but I get the sense that this sort of thing - in general society, at least - is subconsciously viewed as a somewhat feminine thing. Because of that, even though I'm not terribly fond of my natural hair color, I've grown it out and have no plans on resuming my dyeing days. Of course, my taste in mens' fashion is very old-fashioned, and certainly no men dyed their hair back then, so that may contribute to it as well.
That being said, I've always wanted the bright red hair of my mother and all my brothers. I was the only one of us that got stuck with boring dark brown.