The kneaded eraser went on last, after I was absolutely sure I was done with the particular section of the drawing. For the hair, I did the shading the other way around: dark to light. The darkest shade went on first to separate the strands, then the lighter one to define them, and finally the lightest one to smooth them out. The pencil strokes always go in the direction in which the hair is flowing. In this particular piece the light source is to the right, so there aren't highlights on the hair apart from the front/top part (which will show better once the background is rendered). Here's an example of what it would look like with highlights. Basically it's the same technique except there's a "break" in the flow of the hair, and the shade gradually goes from dark to light to dark again. A line of kneaded eraser goes smack dab in the middle of the lightest area to make the hair "shine".