I'm going to show you how I coloured my character Alicia's hair on my New Year picture.
I took lots of screens during the process, to clearly show you the way I colour.
First I coloured her skin eyes and mouth on different layers... I tend to do that before colouring the hair...
Then I made a new layer ("pelo" means hair in spanish) on top of the other colour layers and below the lineart to start colouring You can do all the colouring in just one layer if you want using selections and saving them, but I like layers better XD;
Now I pick a mid sized brush from the default brush pallete, 19pix wide, 100% opacity. Since I use a table, my default brush settings have the "shape dynamics" activated. So I can colour all the areas without changing brushes.
Now I have picked my base colour (and my 2st shadow colour as well) I then flat coloured all the hair area.
You can do the same by selecting the area on your lineart layer (in case all your line gaps are closed), expanding the selection on 1 pix (select>modify>expand) and then going back to your hair layer and using the paint bucket tool.
Or you can just colour everything and then clean with a thin brush eraser.
After that, lock the trasparency of your layer, so you will only shade the parts that are already coloured.
With the samebrush, or maybe one a little smaller, I start Cellshading the hair with the darker colour. I keep the base colour as the BG colour, so if I make a mistake I can quickly correct it by repainting the spot with the base colour by swapping the FG colour pressing the "X" key.
Now, the first thing to do when colouring is to set the light source... where's the light coming from? That helps you find the shadow areas. I drew some arrows to show you where the light comes from. Sometimes it really helps to actually draw arrows in case you're a bit lost with your lightsource.
The basics of shading hair is to simulate hair strands... so it will look something like hair.. that's achieved by drawing some darker strokes in the right spots, minding the light source. I draw them usually following the shape of the lineart from top to bottom, in the direction that the yellow arrows show.
Here's a close up of part of Alicia's bangs being cellshaded. I already drew strands of her hair on the lineart, so it isn't that difficult to see where the shadows should be. Since my light is coming from the left of the picture, I made some shadows on the right of each strand of hair. In case there are some overlapping strands, i'll add some shadow at the right of thetop strand over the overlapped strand... got it? XD it's not that hard.
Since Alicia's hair isn't totally straight and it curls a bit in the end, my shadows grow bigger when they reach the ends of the hair. I always shade the end of the hair strands darker. The start of each shadow is pointy and very thin. I find this way of shading quite nice.
In case you only plan to basic cellshade the hair, you can stop here and add a bit of a highlight with a lighter colour.