Some use the "superior" maps and models Kozaburro (of the Digital Babes and Poser Factory websites) has made available, some model their own, others "paint" the hair on in post render, and others either composite photographs or use the "Magic Box" technique to map photographic hair onto a square prop. There are a lot of tips and options available - I'd suggest searching the Forum Archives here for "Hair" to start. You can also hunt down some of the improved hair textures online, and, if using Poser 4, tweak the transparency and Bump settings to get better results as well.