I personally think that Sally's physical appearance can be really interesting, because the subject matter of Cabaret is so jarring and racially relevant.
These are my views with regards to different types of Sallies:
NOTE: To understand my ideas about the various types of Sallies, one must understand that I think that Sally is a young woman who, wittingly, or unwittingly, becomes a symbolic murderer...in other words, her final decision represents a mild form of the Nazi theology. While Sally may be <SPOILER> aborting her child because of her non-committal beliefs, her abortion is eerily symbolic of the Nazi practice of aborting anyone who stood in the way of the Nazi theology.
The Blonde Sally: She literally represents the Arian woman, who makes way for the Nazi takeover without argument or forethought.
The Brownette (Brown-Haired) Sally: The brownette Sally is close to the blonde Sally. She may be perceived as being more practical, and more career-oriented than the blonde Sally.
The Brunette Sally: The brunette Sally vaguely symbolizes the Jewish people, who will be labeled as "The Enemies" by the Nazis; the brunette Sally is a hypocrite, because she betrays her symbolic element(s) by retreating, instead of defending her symbolic element(s) by standing up for herself (and by aborting a future life).
The Red-Haired Sally: The red-haired Sally is fiery and impulsive, and she represents the inner torment of pre-WW2 Germany. She might be having the abortion in order to rebel against what she sees as a worthless social system.
The African American Sally: I know that this will probably sound very racist, but I think that the race of an African American Sally can be incorporated very greatly into the plot of Cabaret. The AA Sally slightly represents the Jewish people, but she also represents an interracial relationship; Sally knows that outside of the cabaret, people won't accept she and her Caucasian lover, even if she marries that lover. In addition, she knows that the people outside of the cabaret will never, ever accept an baby who is of more than one race! She knows in her heart that the Nazis are taking over, and she feels that she might as well retreat into the role which society expects her to take (the single, AA female entertainer, who may or may not have wild, non-marital relationships with one or more men).
I think that there's one fact about Sally which nobody can ignore: the woman is a terrible coward! If one realizes that, then they'll know how to portray Sally, no matter what race they may be.
Blonde Sally: Too cowardly to stand up for what's humane
Brownette Sally: Too cowardly to try to balance work with family
Brunette Sally: Too cowardly to stand up for her symbolic significance
African American Sally: Too cowardly to stand up for her race and for her beliefs.
Thanks in advance for your reply. I am not trying to be racist. The character of Sally is not the actress who's portraying her, so a very smart, proud-of-her-background African American woman can portray Sally brilliantly, without turning her own self into a coward.