Fur and any other paint effects are processor intensive items. Maya should come with a warning:
*******
Unless you have a super computer to use to render your images with paint effects, don't bother!
*******
I, personally, haven't found a need for paint effects (yet). And even if I do, it will probably be done rendering one PE item at a time. So, is it a hassle? YES! But that's just IMHO.
Dave Baer
Professor of Digital Arts
Digital Media Arts College
Boca Raton, Florida
dbaer@dmac.edu