Yes, I've done it. I am (naturally) a dishwater light brown color, and from age 17-27, I colored it all-over blonde. The first year or so, I went to a salon because I was afraid of messing it up, but after that I bought the Clairol boxes at Target and colored it myself. Everyone was always surprised when I told them my color came out of a bottle, LOL

, because they thought it was natural! I was very happy with how it looked and kept it going for all that time.
The only problem was that I really had to keep on top of it because it looked REALLY BAD as it was growing out if I let it get past 6-8 weeks wtihout a touchup. Recently I have gone back to brown w/ blonde highlights because I was getting bored with it and wanted to rid myself of the growing out issue. I have a lot of blonde highlights on top, so it looks pretty similar from afar, but as it's growing out I don't have that harsh line between my roots and color.
Whatever you decide, good luck to you!