For the hair, start by making it all one solid colour. There are many different techniques used for hair's shade and shine... I'd say observe some and take your pick. Here are some quick examples I made:
These are pretty sloppy... As you can see, they were just made in MS Paint. Just experiment around a bit, maybe post your concoctions here.
One tip I have for colouring in general is to make the different colours noticeably different. If you can't tell a part is shaded when it's supposed to be, there's a problem.
Look at this picture I drew here:
http://cloudflash.net/CpFinalWorldQuest17.phpAt a glance, can you tell the hair is supposed to have shade and shine? Everything that guy is wearing has two colours (one default, one shade)... it isn't very noticeable, though - it's a failure.
http://cloudflash.net/CpFinalWorldQuest33.phpIf you look at this one, though, you'll be able to tell the colours apart pretty clearly. Instead of using a light yellow, I went ahead and used white for his hair's shine. I even use white for the skin's shine. Like, #FFFFFF absolute white.
