A popular coloring technique, called balayage, makes highlights look a lot more natural due to the way it's applied. Instead of highlighting chunks of hair on the outside or just around the face, balayage is about painting the hair with color, strand-by-strand. The word in French means "to sweep" and stylist do just that by sweeping the color onto the hair by each strand.
Balayage looks closer to natural highlights vs. traditional highlights. Note though that Balayage does take more time to get that perfected "natural highlight" look than a traditional highlight session. In addition to looking more natural, Balayage makes hair look thicker due to the way in which the hair is painted with the product, a bonus!
Balayage isn't just for "natural" looking highlights. You can also highlight with bright colors like cherry red, purple or bright blue — though this tends to work best in those with either really light (platinum blonde) or very dark brown or black hair.