Assemble everything you need ahead of time. Mix more than you think you'll need - some people's hair is more porous than others and soaks up a lot of henna. You can always freeze leftovers to use in your next batch.

Heat the juice and oil in a glass container in the microwave for about 2 mins.
Add the henna to the liquid and mix it all smooth with a wooden spoon. Stir in the essential oils and let it cool for an hour or so. If it's too thick, add some water or lemon juice, enough to make the texture somewhere between cake batter and brownie mix. Well, mud slop, really.
Wear an old shirt, wrap an old towel around your neck, and have another towel and some rags on hand to wipe up spills. Latex gloves or rubber gloves are essential, unless you want outrageous orange hands for days.
Clean, damp hair works best. Slap on some gloves, and bend over the bath tub. I pretty much plaster it on by the handful, starting in back of the head. Work it into the hair to the scalp really well. Stand in front of a mirror to get it all worked into the hairline and around the ears.

If you have someone who really loves you enough (or you pay them) to apply it for you, it is very efficient to use a carrot bag or even a big Ziploc bag to get it into your hair in an orderly fashion. Use it like a pastry bag to squeeze the henna out neatly. Section the hair down the middle and work outwards in rows, parting the hair every few inches to work it in right to the scalp. Make sure they work it in well along your hairline and around your ears. Make sure they remember the gloves, too.
Get it all up on top in a funky beehive. Wipe all traces from skin with a cool wet cloth. If you have a faint orange glow around your forehead and ears, rub gently with a cloth (and if you have it, some sort of exfoliating facewash) when you get into the shower to get the henna out. You can wrap your head with plastic wrap, or do the environmentally responsible thing and use a plastic grocery bag.
Wrap a towel over it all to keep your head warm. You can periodically run your blowdryer over your turban to heat it all up. Henna loves heat and will give you more vibrant colour. Stay like that for 3 to 6 hours. The longer, the better, both in colour, and conditioning.
It's easiest to just jump in the shower to rinse it all out. To get it completely rinsed clean, massage a glob of conditioner through your hair and work the last little bits out. Finally, shampoo as usual.
With each henna application, your hair will get deeper and richer in colour, shinier and softer. You can henna as often as you want, it will only enhance the colour and conditioning effects.

There you go... GODDESS HAIR!