I use paints from Games Workshop, I think they're called Citadel Paints. For brushes I use artists brushes, very fine down to 10/0 size. Green Arrow's and Aquaman's hair are detachable, the rest aren't. When I want to do sculpted detachable hair I either do it on top of an existing hairpiece or use a trickier method. Put cling film over the head of the Minimate you're working on, then sculpt all over the top of that(I use green stuff for sculpting). After it's dry the cling film should peel off leaving you with a separate hairpiece.
Ah.
See, I'm stuck with acrylics and non-firing clay, so it's not wonder your paints dry thinner (and smoother) than mine. Generally I try and create a "mask" out of paper for the heads when sculpting hair pieces, but I'll try cling film next time. Alas, and alack, I guess my customs shall never be that great until I get proper customising stuff... I just don't want to fire things.