The best method I've ever read for hair is in a book by Deke McClelland's book Photoshop Bible. I have the one for version 5, but the section that deals with hair is sure to be in other versions of the book. Here's the link to his site:
http://www.dekemc.com/Explorer/DekePresII.html
The method involves examining the channels to look for the one that has the most contrast between the hair and background, then dragging that channel down to the little page icon at the bottom of the channels pallette, duplicating the channel. Then you use any number of methods to further increase the contrast in the channel, such as with curves. Basically you're building a mask.
This is a good book all around and includes all the basics and some advanced stuff.
Mig