If you are going to make short hair in a special hairstyle, then I am sure you will find PFX and fur a bit annoying. Long hair and PFX is great. Fur is good for general fur like body fur on an animal, but not for hair on a human head if you ask me..
I would go for the old fashion way, by creating planes of low rez nurbs with textures on ..
I made this : http://www.caligraphics.dk/Maya/hair/hair.htm
its not the best explaining tut in the world, but I think you can figure out what I meen.
also check this one out for some more visual explanation : http://www.kniffen.ca/tmp/he.jpg
Good luck ..
Senior 3D Artist,
Maya Software Manager & Maya Instructor
LEGO Systems A/S