I think almost every vendor selling colors also has vanishing dye, it's just not always present (like Jaetch said). That's why I have a stack of some of my favorite colors always in my stash ;-) But I'd never buy them off the AH... unless they're exactly as cheap as from the vendor (who would put that in???)
My monk will probably go naked. I have tal rasha's chest and inna's pants. I might leave the chest piece there, but the pants don't match, and neither do the black boots from natalya's set. And vile wards are just horrible.
Leaving the gloves only would be stupid then.
So yeah, bikini monk!
In WoW (at least vanilla, haven't played since then :P) most top tier items were awesome. We even had people offer us money and other stuff so that they can get their hands on items that were clearly not a huge upgrade for them, but "for the looks" (Untamed Blade, for example). Most lower quality items also looked crap.
In D3, it's the opposite. Legendaries/sets mostly have looks that make you want to throw up, while some stuff you found while leveling up is absolutely awesome.
Transmogrification might be a solution, but why not just get your designs straight? I really don't know why all helmets (Andariel's, Mempo, Tal's) that I could possibly wear have to look like shit. D2 and WoW saw so many awesome helmet designs (almost all helmets of my warlock kicked ass).
Anyways. I'm glad they let me at least run around naked. Better than showing everyone that my expensive Tal's chest looks like I didn't pay the dressmaker halfway through their job and also better than wearing toothpicks on my shoulders.