I sat down and tested around a little. I mean.. there are 1000 ways of drawing fur, textures and it all depends gow detailed, realistic, comic, colorised, wow.. you want it.
I did a little try here tho.

1. Added base fur color with a thin brush, right to left, thin to thinner, then smudged it, made it pretty difuse.
2. Went over with a darker color, drawing thinner strands of fur, smudged it, tho not quite as much as the previous layer.
3. Went over with a very thin brush, brighter fur, adding more texture to it.
4. chose a darker color, drew in characteristics to the fur.. almost like adding shadow to a character or an item, I made small "bulks" of dark fur to make the fur look a little thick and webbed.
5. chose the smudge tool, rather big brush (30% strength) and smudged it just a little to make the lines seem less clear.
+. Something I tested afterwards was using the color of fur(white in this case) and made thin return strands of fur just to make a transition, smudged this VERY mildly.
It's rather tideous work :p going over maybe HUGE pics with 5 and 3px brushes (even down to 2 or 1px) tho it leaves rather AWESOME results.
When it comes to fur brushes... making your own shouldnt be too hard. Create a brush out of 4 1 to 3px specks :p that way you wont have to draw every single little strand of fur.
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EDIT
I managed to smudge the basecolor a bit too much here.
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EDIT2
Played around a littlebit in PS with levels and saturation..
