It really depends on many factors.
are you totally grey or just with streaks of grey?
do you want to highlight your hair or cover it up fully?
do you want to go darker or lighter than your hair now?
Basically, if it was me I would always go to a salon but alot of people feel comfortable doing it on their own, especially if it's an all over dark colour, as that is harder to mess up then highlights, for example.