I have tried countless dry shampoos, both expensive professional brands and cheap drugstore brands. A few of the drugstore brands are fantastic but I think the expensive ones are more refined, so it's up to you. Here's the best of the best and all of them have worked on my dark brown hair:
Rene Furterer Naturia Dry Shampoo has got to be the best dry shampoo around and it is in high demand - total cult following. However it is a little difficult to get a hold of. Usually it is only available online or in a few hair salons that carry the brand. If you don't mind paying a little more for your dry shampoo this is the one to get.
Easier to find is Alterna Bamboo Style Cleanse Extend Translucent Dry Shampoo and it is also pretty wonderful: nice and dry and fluffy with no sticky residue. It blends really well into darker hair. There are some dry shampoos out there that contain color to supposedly blend better into your natural color but I'd watch out for them because if you get at all damp the color will run down your face. So Alterna: a good bet.
PROFESSIONAL LOOSE POWDER:
Oscar Blandi the king of hair care, makes Pronto Dry Shampoo, a very popular item indeed. Many hair stylists prefer to use a loose powder like this because they feel it is easier to control and gives better results. It may be easier for them but not so easy if you are applying it on yourself. That said, plenty of people buy it. This stuff is fantastic for creating those teased, poofy crowns that look so cute with a ponytail.
Aveeno Active Naturals Dry Shampoo is the best smelling and gives you the fluffiest hair. It is pretty darn powdery but I find that with some significant brushing you can work it all through. I always keep it on hand for when I am particularly greasy. A bonus: it is sulfate free.
Garnier Fructris Haircare Volume Extend Instant Bodifier For Fine Or Flat Hair is a wetter consistency but in the end gives good volume. It also has a very strong, but not too bad smell (many dry shampoos can be pretty stinky). It is the least expensive of the lot and if you are on a tight budget it certainly works well enough - I think you would be very pleased.
all products reviewed were either bought or sampled by me. And product pictures were stolen from the link's website. I am not financially compensated for my reviews.