I bought a henna kit once from Longs or RiteAid or something and nothing showed up.
I just asked one of my friends who regularly uses henna. She says if you buy premade, get the brand called "Brite." If you want to mix it yourself, you buy the powder (no brand name according to her) at a Persian or Indian store. She says Brite is easier in application, but if you want longer lasting, darker henna, mix it yourself.