To add to everyone else's advise. Trying to also use other colours outside of the base when shading, hair in itself has many different colours in it. Shazzbaa's photo examples for... example, the hair shown has different reds, purples, oranges, yellows. It could even have a bit of blue in the shadows. Don't be afraid to experiment with your shading.
The basic thing I was always taught was to trying using colours around the opposite side of the colour wheel (it would be more brown since it's darker), a colour in between for the midtone, and the next colour over for the highlights. The highlight and midtone can be on whichever side depending on how warn our cool the overall base colour looks.

But mess around, have fun with it. Figure out which colours fit best for you.
I should make a drinking game out of how many times I said 'colour'.