I have this model too, and I enjoyed it so much I'm picking up a couple more as well. I would suggest either a flesh-wash or some watered down brown on the hair, then maybe re-highlight with the yellow. Her hair is worth the effort. I love the tattoos.
It IS a cool sculpt. Definitely needs some darker shading around the edges of the face though.
For a neat variation on her, check out the Chick Challenge III web site. Someone made her a jedi.
http://www.thewarp.net/war/believers/chick_challengeIII_page.htm
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