Okay! Here is a small time lapse of the whole process on how I draw hair!
I'll try to explain the steps as best I can.
Step One: Easy. Simply draw a hair outline. Don't add too much detail but add lines where you think shadows might be.
Step Two: Apply a light saturation base color. Nothing too dark. (I pretty much use a soft airbrush for everything.)
Step Three: Light Shadows. Use a slightly darker color than the base to create the base for shadows. Doesn't have to be pretty, just get the spots filled in.
Step Four: Darken Shadows. Use a much darker color than the base and go over the shadows again to really darken them up. (In this case, the hair is blonde so I used a darkish brown for the shadows.)
Step Five: (OPTIONAL) Make a separate layer and set it to Soft Light. Then use something close but slightly lighter than the base color and go over the lightest parts of the hair.
Step Six: (OPTIONAL) Make a separate layer and set it Glow. Make sure the opacity on your brush is set pretty low. I normally stick around 25-30%. Go over the lightest parts of the hair again very lightly.
Step Seven: (OPTIONAL) Make a separate layer and set it to Color Dodge. Go over the entire hair with a slightly lighter color than the base (or white) just make sure your opacity is set low for this as well.
Step Eight: Time to make strands! First start with a slightly darker color than the base and use a pen or pencil to very lightly make strands in the direction the hair is flowing. Go over the entire hair with this. It shouldn't be very visible at all but still do this. It's important.
Step Nine: Use a darker color than the base. (In this case, I used a dark brown again since the hair is blonde.) Once again go over the entire hairline making strands in the direction of the hair. This will show up a lot more than the previous strands.
Step Ten: Use the same color to darken certain lines around the hair where it folds over on itself. This will usually be the lines you drew in the outline for the shadows. You'll really want to darken those up.
FINALLY: Go a little crazy, ya know? Experiment with what looks good, darken strands or add lighter strands if needed. But at this point you pretty much have completed hair! Hope it was somewhat helpful.