Hi its our turn this year . I see there are no responses to your querry and am hoping you'll be hte first to share experiences of a Jaipur Holi.

I've found that, in my experience, Holi is not a pleasant holiday to spend in India. Yes, messy and noisy. I've been in Jaiselmer twice and both times wished I was anywhere else. I avoided having colored water and dye thrown on me by staying in the hotels and by vigilant mothers coming to my rescue but the fireworks were omnipresent, sometimes unbearably loud in close proximity. I don't recommend it.

Holi has become an excuse to throw colored water or even paint at anyone who is out in public. The safest Holi is in a private residence. It's best to avoid road travel that entire day because the colored "stuff" gets thrown at taxis and cars too.

The biggest concern is you don't know what is being thrown in terms of chemicals. Some can stain your skin for a few days. If it's thrown as a powder you can breathe it in and it can get in your eyes. Looks colorful and fun in photographs, but can quickly get overwhelming in person and escaping from the throngs of people trowing color can be difficult -more so if you're foreign because the locals want to "show" you a good time and find it funny to make sure you're fully covered.

It's the one Hindu holiday best avoided in public!

We were in Jaipur in 2006 during Holi.
It was quite safe, no throwing of colored water, etc. Quite frankly, we didn't walk around much during the day although we did attend the Elephant Festival.
We did have some problems a day or two after Holi when we departed and were driving to our next destination. There were constant roadblocks manned by teenagers looking for tribute.
Fortunately, we were with our Guide and driver and avoided any real problems.