To get the full effect, you're going to need to add children (the strands you actually comb are the parents--you probably won't be rendering them, since they won't include any curl or wave you add to the children).
Here's a good video tutorial on particle hair (I despise video tutorials, because they're so slow compared to reading, but this is a decent one--though I confess I only watched Part 3, which was about rendering using the internal engine):
https://www.youtube.com/watch?v=kpLaxqemFU0