The only dyes I have used are transtint, and I have only done it 3 times now.
My first pass was a total failure. I sealed the wood with shellac and then diluted the dye with water, then sprayed a top coat. Results - HORRIBLE.
Second round - Seal wood with shellac, mix dye with Target coatings waterbased finish. Sprayed on coats until depth of color desired achieved then clear coated with 4 more coats. I did this on pine. Color and tone was excellent. None of the problems that I have experienced using pigment stain in the past.
I think my screwup on the first round was not spraying the diluted dye straight on the wood. I was trying to avoid raising the grain and sanding so my laziness caused me a lot of after the fact pain.