First off, a note. I find that regular worsted weight yarn is a little too bulky for hair. Here are some of my preferred yarns.
Silk Bamboo Yarn for the dark haired characters.
Simply Soft Yarn for the lighter haired characters.
I like these yarns because they are a little thinner than the worsted weight, and I like the way that they hang.
Another note: With hair I've found that less is more. If you bulk up on the hair too much it will sit funny, even with the thinner yarn. Put in less hair plugs than you think you need. You can always add more later if you have patches, but the fewer the better.
Step 1: I like to cut all of the hair lengths before I start. That way I don't have to stop after every stitch and cut another piece. Strands should be from 6 inches -12 inches long, depending on how long you want the hair. Remember, the strands will be doubled over, so be sure you cut a long enough piece. You can always cut it shorter!
When you have all your yarn ready, insert your hook into the ami's head. Start at the bottom of the hairline; about halfway up on the head (as shown below) is low enough.
Step 2: Take one of the lengths of yarn and fold it in half. Grab it with your crochet hook and pull through.
Step 3: Wrap the yarn around the crochet hook and pull through the loop on the hook.