WARNING: LARGE SIZE

Recently (after I offered the help), someone requested I do a tutorial on hair shading/coloring. A few notes to go along with this:
As I mentioned, I'm no amazing artist or colorist.
If anything I hope this'll show a few different things; although this in general is a, by my own standards, pretty quickly done coloring job, this is the basic process I use to color any hair on my art.

Other stuff to keep in mind
. Although I BY FAR prefer using the paintbrush tool (keep in mind that I use Photoshop Elements and a Wacom Bamboo Fun tablet) with varying opacity levels, you can certainly use airbrush with low pressure. It's all according to which look you prefer; a slightly more "painted" look, or a smooth, airbrushed look.

. I didn't cover how I usually shade with various colors, because this tutorial would've been much, much longer if I had!
If you DO try to shade using a different color (like, blonde hair using blue for shadows), make sure the color is somewhere in their environment, or atleast matches. Like, for a forest with lots of trees, I'd use green shadows. For a nighttime scene, I'd use dark blue.

. If you don't have a tablet, you can still do this! Personally I suck using a mouse, but either airbrush on low pressure or paintbrush on low opacity should work.

. Don't be scared to make use of dodge and burn, as long as you're not overdoing it like a certain popular shiney desu anime artist on here.
Dodge is GREAT for doing stands of hair, and also for doing small details on eyes!

Also remember that there are a plethora of excellent tutorials here on deviantART. I've learned alot from this site and its users.

... For the heck of pointing this out, the subject I drew here was originally Nue Houjou of Touhou fame. However after I finished the lineart, I decided to go with coloring orange hair... so, uh... thanks for letting me dye your hair, Nue!