Thank you I never really thought of it as anything special, but I guess maybe it has something to do with being detailed with the lines of the hair before I put any color on? Man, now you've got me thinking about it...
Well, ignoring 'Valentine' because I did something else on that one - you look like you already have the right idea for hair, looking at some of your stuff, and it's just a question of more practice. I can see from "Bubble Maker" and "The Dance of the Albae Butterfly" that you understand the concept of treating hair not as a mass of fibrous material, but as many small bundles of individual strands: I can see the locks, all that's left is making them a little more fibrous, detailing them a little more sharply. I think the best thing I ever learned for painting hair is to get the hell away from the Smudge tool (though Blur is still useful when laying out initial light and shadow - but when you actually detail, you will go over with lines that are NOT blurry!), and instead use a hard-edged brush that varies both opacity and flow with pen pressure - this allows you to blend your colors without losing detail; it actually adds more detail as you blend, and generally helps prevent over-blending. I also like to vary the diameter with pressure when I paint hair, though I set the minimum above zero. Also always define the dark parts before you add light, this is especially important with hair!
This tutorial is pretty similar to how I do hair, but I am more lazy - I don't usually neaten up the shadows as much as *Rin-Shiba did and I don't make my highlights as fine:
It's mostly about stuff that both programs can do, tools just have different names so it takes a little fiddling... still a lot of it is theory and that isn't specific to any program! Also I think Sai is free.