Ok, a basic picture-themed hair-making tutorial, by yours truely.

Step one: Prepare the head.

Self explanatory, make the circle that you intend to add hair to.

Step two: Basic hair shape.

If you know the kind of hair you want, use the line tool to make a shape in the rough outline of what you want. In this case, I'm going with hair blowing in the wind. For uberspikey anime hair, I've found that using multiple seperate shapes works rather well. Thats how I did most of the hair in my Dominic Deegan section of my avatar gallery (see link in sig)

Step three: adjusting basic settings

the color/outline settings of your hair.

Step four: shape adjusting

The fun stuff! Use whatever your program's modify object tool is called to start making your hair look more like hair. Dont worry about getting it perfect at this stage, just get it more-or-less accurate to what you want.

Step Five: other facial features

Get some more face bits in there so that you have a better idea of how the hair needs to look to be more natural looking.

Step Six: Final tweaking

Let your inner perfectionist run wild! Make minor tweaks to the hair object until Cthulhu comes to eat the shredded remains of your sanity.