India for Holi?

Anyone have any advice about traveling to India? How about the
Festival of Holi? I don't know much about the regions of India. I am
planning a trip for the spring, I think two weeks in February or
March. I want to see some of the beautiful things I've been seeing in
all these movies that I keep seeing about India, especially Outsourced
(http://outsourcedthemovie.com/) which is so well done yet it isn't a
big budget movie so I know it isn't showing me sites from India that
you'd need a police cordon, a dolly crane, scaffolding, and $500,000
to see. Specifically the scene in Outsourced of Holi really drew me
in. Does anyone have advice for a woman who wants to celebrate Holi
safely?