This part is the most tedious, but it actually does go by rather quickly and painlessly. Select the dodge tool set to midtones, around 15 to 20% strength and a 2 to 4 pixel brush. Start drawing in highlights in the direction that the hair naturally grows. You may want to look at a source image for this. Switch the setting to highlights and repeat. This varies the colors and luminosity of the hilites, making the hair appear more natural.Now hold down the alt button and the dodge tool becomes the burn tool. Repeat as above, switching between highlights and midtones to vary the color and luminosity of the lowlites.If it's not looking the way you want it to, vary something: increase/decrease brush size, switch brush shape, increase/decrease strength, switch modes (shadows/midtones/highlights).Here's what I had after about 5 minutes of work:
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