Well the fur is easy peasy as it's short and intended to look scruffy. I should imagine it would be a little more tricky to look after long fur hair as it could get matted and messy quite quickly as it's fine stuff.
The yarn isn't too bad but I guess it gets fluffier and softer after a while. Just pat it down and stroke it back a bit. It's easier when the hair is tied up like Ellie and Riley's. When it's hanging loose like Sarah and Loki's it needs a bit of attention to keep in place. I just use a bit of hair spray gel. Keeps it from going quite as soft and fluffy and helps keep it in shape. I just occasionally need to push some strands of hair back behind Loki's ear every now and then.