I now cheat and use Fluid-Mask. Great plugin - otherwise I used to do a combo of things and then re-pain fine wispy hair and fur back on top.

First thing I always did, create a Layer Mask (the reason for this is further editing if you went too far, or not enough yet).

Select> Color Range (on the main image itself - not the mask) - then select the main color you want to mask out. Hold SHIFT and you can select more variations of other colors throughout the image. Paint black on the Mask and it disappears - keeping in mind that your selection is bound to include part of your subject (in this case, it's bound to have selected his mouth and eyes, and even the tail as well - get it?).

Deselect, then get out paint brushes that are Spatter, or related in structure, vary their sizes as you paint further on the Mask. Change the opacity of the brush to something like 30% and you can layer your strokes. Keep your finger on the "x" button so you can switch quickly between black and white to hide/show the image.

And, as I stated above, it's usually not exactly realistic, or cutting off in awkward ways, or the ends are showing too much color through them, so I end up painting on a new layer above what I want the hair to be.

You might also want to create ANOTHER layer between your subject and the end hair you've painted, and change the Layer Mode to Color - paint the color of the end hairs (soft round brush at maybe 30-50% opacity) the color you want it so any "blue" showing through will get cancelled out.

Hope this helps-

-Lew