OK...so first of all, I have collected a list of hair styling tutorials on my web page that are worth checking out.

Then, a couple of tips on how to render hair:

• Use FireFly. Don't use the Poser 4 renderer, it renders hair too thick.
• Work on your lighting. A good three point lighting will look a lot better than Poser's default light set.
• Turn shadows on for at least one light. I prefer mapped shadows, they are softer. If it becomes too dark, turn down the shadow intensity. You may also try turning off the "cast shadows" option for the hair, that's what I did for the fur ball. This will look great with a backlight.
• Use lots of hair strands and reduce the number of vertices. The default of 20 is a lot, I usually use between 7 and 14. Furette's fur has only 4 vertices per hair, but 100,000 (!) hair strands.
• In the production render settings, set a high number of pixel samples and a gauss or sinc filter of 2 pixels size. You may need to reduce the bucket size.
• To get the best look for the final render, enable depth of field. Takes very long to render, but I used it in the first three images. If you're good in Photoshop, you could try to make DOF in there.
• This one's not related to rendering but is a good styling tip: Did you know that you can use magnets on dynamic hair? You do now.

Experiment and enjoy!
-Stefan

(BTW, the ladies in the first two pictures are both face room'd variations of Judy. Including their textures.)