The final stage in adding hair to your models is to render the scene. You can render hair using the Maya Software renderer or the mental ray for Maya renderer.
More about rendering hair in mental ray
To render in mental ray, select mental ray as your renderer. Also, ensure that the Render Fur/Hair attribute is turned on in the Extra Features section of the Features tab in the Render Settings window. Use the mayahair.mi shader to change render settings.
You can also use the new Production: Rapid Hair Quality Preset when rendering hair in mental ray (Render Settings window, Quality tab). Alternatively, you can use the new Production: Fine Trace Quality Preset as a starting point if you want to trace fur or hair in reflections.
For more information about rendering in mental ray, see mental ray for Maya renderer and Render Settings: mental ray tabs.
Rendering hair in the Maya software renderer vs. mental ray for Maya
Refer to the following table for the differences between rendering hair in the Maya software renderer and mental ray for Maya.