The kind of hair that feels less like nylon, and more like a dry, easily tangled mess, just rinse it through with water, and some conditioner.
I left some conditioner, a small amount, in Sunset Shimemr's hair for 20 mimutes, rinsed it clean, let it dry, and it feels a lot nicer, not quite as soft as my Rainbow Dash and Celestia Dolls, but it doesn't tangle as much, doesn't feel dry, and is nicer to the touch. I didn't take her clothes off either, so you don't have to be that crazy with water and conditioner.
of course, this is very obvious, but in case you didn't think of it, try it out.
Just be careful of factory hairstyling, SS doesn't really have one, so she was a good test dummy, so to say.