Alright, so start out with your face and bod painted and your hair sketch complete!
Get your base color down! This is the mid tone color, and I'll be highlighting and shading on top of this. I color right over the sketch. No regrets. You can do this all on one layer or you can also keep the sketch on a different layer below it. "But I can't shade without lineart," you say! No worries, we'll be adding some of that good stuff in the next step!
Here is where I map out all the strands of hair so I know what's up when I begin coloring! I color each strand individually for maximum impact.
Here, you take a darker color (NOT BLACK. never shade with black. it will weigh down your drawing, take all the life away, and make it look very desaturated and metallic. Not the best for hair or skin, or really anything on a normal human being) and color the general areas of where light won't hit as strongly - don't do this at full opacity, you'll be further darkening it later
Take your midtone/base color and blend out the edges. Go right over the lines. You can do it and everything will be okay.
Now we're moving on to individual strands - take a lighter color (NOT WHITE! don't use white for large areas of highlights for it will make your picture look frosted and washed-out. instead, take a lightened tint of your color and highlight with that. for example, a tint of red would be pink and that's what i'm using here) and gently start to lay out the highlights. I usually do longer highlights on the edges of each strand and then shorter ones connecting that with extra highlights at the edge of each ridge in the hair.
Go in again with the same color. Hit the brightest spots (the edges, for me)
That was looking a bit too bright for me, so I take the midtone on a low opacity and soften the edges of the highlights a bit.
Now I take my shadow color and shade the darks, focusing on where light would not be hitting. If there's no light, then it's dark. (wow.)
Again, that was also far too harsh for my liking, so I go back in with my midtone and blend the heck out of it. Soft colors, soft transitions, make it easy on your eyes.
For the rest of the hair here, I repeated the last four steps. Note: if you add too many super-bright highlights, it can be a strain on your eyes. Therefore, for most of the other highlights, I went ahead and took a lighter color in between the super light highlight and the midtone for the rest of the highlights further away from her face.
Speaking of trying to be easy on your eyes, I hated the relationship between the face and shirt colors and the hair, so I made them much darker and more saturated and desaturated the hair so that it would mesh better.
I thought the shadows were too desaturated so I went back in with a dark, saturated wine red and went over all the shading to make it less awful-looking. I also messily brought the highlights back out again with a large brush on low opacity, as you can see. Between this picture and the final image, I went back in and re-added the lines in my saturated wine red and blended the messy highlights back out again. Voila! Hair!