OK, the previous one I made a few months ago was a miserable failure, So I'm gonna make it up to you and tell you how to make EASY-fur.
Step 1: Draw your general shape, be it a tail, leg, or even a jacket. I chose an indeterminate object.
Step 2: Create a new layer Draw a series of white Vs and/or Ws at an opacity of 20% to 50 % (depends on the tone of the color) with the bottoms pointing toward where you want the fur to flow. The brush should be 1 px so you can have very nice detail.
Step 3: Repeat step 2, but with black. It doesn't matter if the black and the white overlap, that's actually what we want.
Step 4: Blur the fur layer! strength at 30%
Step 5: Take the smudge tool and drag on the fur layer the direction the fur flows. Strength at 50%.
Step 6: Repeat steps 2-5 until you are satisfied with what you've got.
Step 7: Add necessary shading by creating a new layer, going to the bottom layer with the color, hold control and click on the preview of that layer, it should select the area the color is in. Then go back to the shading layer with the area still selected and draw white at an opacity of 20-40% along the top edge, (or where ever the light source is going) Then black at 20-40% opacity along the opposite edge.
Step 8: This step is crucial. It means the difference between making a stone and something furry. Go to the layer with the color and choose the smudge tool with the strength still at 50% and drag the edges outward, not perpendicular but as much as I did it, 23 degrees off flowing in the right direction.
This is so easy, anyone with a basic knowledge of Photoshop should know what to do. If there are still some questions, post in this deviation. I'm here to help.