Introduction
I'm gonna say it right now: This tutorial is not for beginners. To properly understand it, you must first know how to edit decent hair that's not in some complicated updo. This tutorial uses the same techniques as my other hair tutorial and glosses over a few parts of it - basically, it assumes you know how to do some things already, whereas the other was more comprehensive. This is more an artistic tutorial than a technical one, so you need to know some technical stuff already.
Okay! On to the tute!

Step Zero: Outline the shapes.
Updos - especially the complicated ones - have "pieces" where the hair is parted in different directions. You want to outline each of those parts, to make sure everything is the right shape when it's all done. Some updos are much simpler and don't need nearly so much planning, but with something as complicated as the geisha wig that Fir'Tik'Iaa here is wearing, you'll want to plan it all out from the start. I've outlined in red so you can see it better; the actual hair will be white. You may want to do that too, then change it back, if you have the same kind of similar-colors issues.

Step One: Block in masses of hair.
This works just like any other hairdo: Block in flats in whatever color the hair will be (for white, use light gray; for black, use dark gray). Don't worry about obliterating the planning lines you made if you had them; you'll just be drawing them in again. The bun here is on a separate layer behind the rest of the hair. Lock the transparency of all your hair layers.

Step two: Outline parts.
Using a 1-pixel paintbrush and a color darker than your base color, outline all the same segments that you'd planned out in the beginning. Outline the outside too.


Step three: Shadows.
Still using a 1-pixel paintbrush and the same color as before, start painting strands of hair where the shadows would be. Don't paint them everywhere - leave some blank spaces for highlights.
Lightly go over the parts that should be darkest with the Burn tool, set on "shadows." As always, be careful not to make them too dark.


Step four: Highlights.
Pick a color lighter than your base and paint some strands with it where the light would hit the most. Make sure you don't accidentally paint over any of the spots where the different pieces of the hairdo separate from each other.
Lightly go over those places with the Dodge tool, set on highlights.

And there you go!