I haven't done much with C4D Hair and thought I'd give it a go. I just used the default hair settings in dynamics, but I added a turbulent wind and messed with the material settings. I also added some lights with "physically accurate" fall off and area shadows. I used a physical sky with some presets that I tweaked as well, then added a compositing tag to composite the background which in my opinion was way better behind the hair since it really contrasted it and showed it off. Anyways Feedback is more than welcome, and I can elaborate more if anyone wants anymore details..
I didn't use the Phyiscal Renderer btw. GI and some lights went so much faster for me and looked much better. I'll have to do some more tests but I think the PR isn't good with hair at the moment.