Yup that's very true, always made me give up on armor pieces. The red on my character is decorative cloth, and the brown is representing leather armor, but its all just prototyping so I'm just getting the basic shape of things, I'll add details, do research, and design stuff when I'm serious, then paint it in Substance Painter.
Another thing I'm having trouble with is hair. Coincidentally I tried to make hair the exact same way you did, from particles, turned into curves, beveled and turned into a mesh, but my result was horrible. Maybe because I was looking at it through Blender Render, not Cycles. I'm making for games so I don't think Cycles is of use for me. Not to mention that I have no idea how to comb more complex hair without messing up something on the other end.
How high poly is your hair? If I use this method, I think I'll have to retopo the hair and bake the high poly to low poly version.
This is some quick hair I did just now. And looks great as particles. Not realistic, but great.
And this is when I make it a curve and extrude it a tinsy bit. I looks more realistic, which is also great, but what if I want to have the same look as the particle? Beveling makes it look thicker like that, but the width doesn't start at 10 and end at 0 as I specified with the particle. I've never before used curves or particles.