You can also lay out a bunch of strands of hair, cut to the length you want, on top of the head and stitch them down. This can give you a great, parted hair look. But it can tend to pull out. Or, for really short hair, you could use fun fur yarn and crochet them a little cap. For a similar look, you can take a really long strand of yarn and stitch through the crocheted head, leaving a long loop sticking up. After you have done that enough times to conceal the scalp, you have lovely short, curly hair.
Just some ideas. Hope they help!