First things first, choose a picture...preferably with hairsomeone once asked me how I color hair the way I do. There's cell-style (Dr.Cloud has wonderful coloring tutorials) and then there's the way I do it, which is the way I'm showing.
First things first, choose a picture...preferably with hair
Next, either by selecting with the magic wand and using the paint bucket, or by painting it in with the paintbrush, on a new layer, color the hair the color you would like it to be (brown works best, because after it is all colored, you can fiddle with hue/saturation
to make it any color you'd like)
After you've colored the hair, take the dodge tool, and using one of the smallest soft edged brush settings, make a lot of quick strokes on the hair, first with dodge set at %50, the at %100, following the genral direction and flow of the hair, to get somethign that looks like this
Repeat step three with the burn tool, again setting it first at %50, then at %100, and again using a soft edged brush setting of a small size
Now, with the burn tool set at %100 and with a higher size of soft edged brush, put in the shadows; some at the highest section of the part in the hair, and some at the ends of any tips, and covering most of the side furthest away form the light source, as shown
Last, with the dodge tool set one or two sizes down from the burn tool, add the hair's highlights. You can make the highlight brighter by setting the size smaller and passing over the initial dodge again