I have Natural Red Hair, I want dark red highlights. How dark should I go? Should I do just one color?

I think it's better to put a few different shades. You can do something like a ';partial'; hi-lite where you just have a few foils put in, instead of your entire head. Also, it's good to find which shades you prefer. Warm (orangey-red) or cool (violetey-red) shades. If you are confused, the colorist will be able to help figure which is best, and show you color samples.