Hair is the crowning glory. I don't care how knock my socks off the rest of your picture is. If you draw a woman, and if everything on that woman is perfect (breathtaking costume design, marvelous intricacy, perfect anatomy, beautiful eyes)......but her hair looks like a bird's nest, the picture loses its impact. Hair is a must learn if you want to improve your work.
SKETCHING TIP #1: AVOID THE MOST COMMON MISTAKE
The tendency we all have when we draw is to zero-in on details before we have established a solid, overall foundation for our drawing. Errors in proportion are largely due to this mistaken approach. Instead, we want to work from the general to the specific. Start with the biggest shapes you see...if it's a landscape, the overall shapes and contours of the terrain or architecture (before you start drawing leaves on trees, or doors on buildings), if it's a portrait, the shape of the face and hair mass (before you start drawing specific facial features). Draw lightly during this stage, then later you can develop specifics on top of this foundation. By always approaching your drawing this way you will end up with a much better drawing with more accurate proportions. Have fun!
This may seem self-evident, but I'll say it anyway...the more time you put into sketching and drawing, the quicker you will improve. Of course there are other factors, like having good instruction, but I and other drawing teachers believe that pencil (or pen) mileage is the most important one. The best way to draw often is to carry a sketchbook with you wherever you go. This way you will always be ready when the inspiration strikes, and instead of thinking 'gosh, I'd love to draw that', you open your handy sketchbook and start sketching. To maximize convenience, I recommned having several sketchbooks of varied sizes, so that depending on where you're going when you leave home, you can grab the one that's most appropriate. For small sizes, I love the Moleskine sketchbooks, and for larger sizes I use the Canson spiral-bound sketchbooks. Have fun out there, and don't forget your sunscreen!
SKETCHING TIP #3: DRAWING THE FACE
One of the most popular things to look at and to sketch is the human face. The most common mistake when drawing the face is the same as when drawing most things - rushing in to draw details before establishing the big shapes, relationships, and proportions. A way to simplify the shape of the face is to think of it as a mask, like those used in the theater of antiquity. It extends from the widow's peak to the front of the ear to the bottom of the chin to the front of the other ear, and back to the widow's peak - an overall oval shape (except in profile, where it looks more like a triangular shape). Within this you can indicate the 'T' of the face which consists of the eyeline and midline (the midline divides the head and face from left to right). By establishing these simple shapes and landmarks first, you will have established a solid foundation in the correct perspective, and with the right proportions. Then on top of this you can continue to draw the features. Try this out, and have fun!
Sources: Google Image, Sketching In Tuscany, Maggie Anthony