O.k., for the record, I hate painting hair... it totally smacks of effort! :p
There is no ‘right’ or ‘wrong’ way to go about it. Have a look at other artists techniques and adopt one or adapt to suit yourself, it all comes with practice. There are some great tutorials on deviantART for painting hair that admittedly, I must have a closer look at ;)
I mostly use a single brush in Photoshop, just the soft round brush, but vary the size and pressure using a Wacom Intuos3. I don’t use bristle brushes, they seem to be too uniform, but maybe I just need practice.
More in-depth tutorials will follow.
If you’re using a mouse, step away from your computer, smack yourself, save up that coffee/booze money, and buy a Wacom!...You will save yourself much wailing and gnashing of teeth :P
* I claim no responsibility for any injury caused by smacking ones self, nor the force by which the smack is administered.