I just wrote a post entitled Selecting Hair in Photoshop that shows many different ways to select someone's hair, jacket fur, or an animal's fur so that you can move them to another image, change hair color etc. Some of the concepts demonstrated are:

* Creating masks from the channels in your image
* Employing levels adjustments to help create contrast between the hair and background
* Working with the Refine Edge tool to reduce artifacts in your selection
* Use LAB color to assist in selecting hair against complex backgrounds
* Selecting hair & people with the Extract tool

There are six videos with over an hour's worth of content. They should get you started on the many different methods Photoshop offers to help with this complex task. Hopefully you find them useful!

If there are any other tutorials you'd like to see, please reply here, make a post on my blog, or send me a PM and I'll do what I can to get something written up. Thanks!