A little more in depth on the shading and how to draw the hair itself >.<
Tips. (this is how i do it)
Hair falls over the shape of the head and generally goes in the same direction, so a helpful tip is to draw the hair coming from a point. (check bottom pictures ) The point can depend on were the parting of the hair is, but it usually goes at the top of the head. You can use a separate one for the fringe.
Remember to apply gravity (for straight or more realistic hair). The hair will drape over the top of the head and where it comes off the back, it will hang.
Different hair types will act differently, In anime/manga alot of the hair seems to defy gravity, so to keep it looking like hair remember to still make it follow the contours of the head.
For the shading just use common sense, shade where the light hits the hair, and shadow where the hair lies against skin or underneath bangs, behind the neck ...etc. Best to look at real hair since it will show the shape of the head best >.<
Male and female hair are exactly the same, they just generally have different hair styles.