Believable3d,
The most common method is to use splines. Here I have 3 splines attached and then cross stiched and made into a polygon (depending on your modeling program you will have different tool names but the process will be simular). Once it's a polygon then you can sub-divide, twist and manipulate it to your hearts content. Usually the hair will consist of several of these seperate poly pieces (15-30 lets say). Then you can make some of them morphable for a wind blown look.
Hope this helps
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