What I Have Tried for Shampoo
I have tried many things on my search for a homemade all natural shampoo.  I have used borax solution, which I now know is not a good thing to use because borax is possibly considered toxic.  I have tried my own homemade bar soap, that worked fairly well.  I just currently experimented with my new favorite product soap nuts, again worked fairly well.

I found with the last two, my homamde soap and soap nuts, that I had a hard time getting it distributed through my thick hair.  Soap nuts also was not very foaming which made it hard to know if it was through out all my hair.

All Natural Homemade Shampoo Recipe
Enter.... my number 1 choice for a truly all natural homemade shampoo!  I had found some recipes online and tweaked it a little to come up with this:

1 cup Dr. Bronner's castile liquid soap (unscented)
1/4 cup water
2 Tb apple cider vinegar
1 tsp rosemary essential oil
1/2 tsp basil essential oil

Mix all these ingredients into a squirt bottle, shake and use!

It Lathers Great!
I love how this lathers!  I just can't get away from the lather for a shampoo.  I can tell that it is getting throughout my thick hair without needing to use a ton.  You can purchase the Dr. Bronner's soap now at Target for just under $14.  So for the cost of about $3.50 (just for the soap) you can make an all natural shampoo.  This isn't as cheap as buying the bottom dollar shampoo at Walmart but it is a very frugal way to be able to use an all natural shampoo.

Greasy Hair
Regular shampoo that is on the market strips your natural oils from your hair.  When you first using an alternative you may find your hair over produces oil for a few weeks.  Hang in there it will get better!  I found when I used my homemade soap and the soap nuts my hair was still a little greasy even right after I washed it.  With the new recipe above I find that it seems to rinse more throughly and I don't have as much of a problem with excess oil.