And by all accounts the Lana Lang on Smallville was never exactly well received, so not what I'd call a prime example.
Non sequitur. I've heard people complain about Kristin Kreuk's Lana, but never on the basis of her hair color. (And for the record, some of us thought she did a great job as Lana. Just because the critics of a given thing make a lot of noise on the Internet, that doesn't mean theirs is the only point of view that exists.)
And frankly, Kirsten Dunst never made a convincing redhead anyway. Her hair color changed in every movie and her appearance never really said "Mary Jane Watson" to me. So I might've been happier if they'd just gone with her natural hair color. Or if they'd cast someone more MJ-like to begin with.
Not that I'm saying her being blonde is "vial" to the character, but it would be odd if she wasn't and it's a pretty easy thing to do so I can't see why they wouldn't.
Okay, that's fair. But Olivia Thirlby is a striking brunette, and in my opinion, a natural brunette going blonde is never an improvement.