You can change you hair color using dyes. Dyes can be bought from a vendor (eg Wandering Alchemist Suki), could be made with Alchemy, may be quest awards or can just be custom made.

Below you can find an overview on how each dye looks.
Click on the Dye Name you like to find out where you can get it.

Dye name Color
Fiery Dye Fiery Dye Color
Woodsy Dye Woodsy Dye Color
Imp Dye Imp Dye Color
Chocolate Sauce Dye Chocolate Sauce Dye Color
Hair Bleach Hair Bleach Color
Blonde Dye Blonde Dye Color
Auburn Dye Auburn Dye Color
Brown Dye Brown Dye Color
Black Dye Black Dye Color
Silver Dye Silver Dye Color
Daring Dye Daring Dye Color
Gift Basket Dye Gift Basket Dye Color
Suki's Dye Suki's Dye Color
Starfish Dye Starfish Dye Color
Lenalas Dye Lenalas Dye Color
Ghostly Dye Ghostly Dye Color
Pumpkin Dye Pumpkin Dye Color
Tenille Dye Tenille Dye Color