Essentially, you follow the curve when you shade according to where the lightsource(s) is(are) located.
Basic shading lesson:
Mark's Pixel Art Tutorial
This deals with pixel art, but the fundamental rules are the same. Whether you're going to shade your bald uncle, your furry dogs, rusty metal buildings, or pet rock you have to follow this. It doesn't matter whether your style is realistic or cartoony, using painterly strokes or cell-shading. Your lightsource can make or break your image.
A big part of shading more complex things has to do with understanding the shapes of the underlying masses. Say, if your furry is, as the cheapest example ever, a furry ball, you know that your shading has to follow that sphere's curve. If your character has square muscles, you shade the muscles the way you'd shade the shape of a cube. Pretty basic, but a lot of people seem to get caught up in shading the
fur details first without concentrating on the whole picture =\.
I should probably provide some graphical references huh?
Well, I'm pretty lazy, so here are some fur-shading tutorials I randomly picked up from DevArt. I find them pretty useful... granted, I don't draw fur much.
These links mostly deal with realistic painting/shading, but that doesn't mean you can't use the same techniques with cel-shading. Cel-shading only removes the gradients in between light and dark, but the process is pretty much the same.
Maggie's Fur Tutorial by =etuix on deviantART
Note: You already need to have a understanding of where light goes. I actually DON'T recommend using this character here as a good example of a light source. The final product shows us that the moon is behind the character on the upper right side, whereas the highlights are coming from the opposite area. Be observant :|. If you also notice, the wolf's stomach is waaaaayy too bright-- it seems like he has a third leg/rump. This is what I mean by understanding the mass of your character.
What you
should pay attention to: the strokes of the fur (esp. when she uses those blue arrows) to note the directions.
Crappish Fur Shading Tutorial by ~Anuwolf on deviantART
Note: Personally, I'd use more contrast when dealing with fur shadows, but again, it gives you an idea of how to work with fur. Start with the darkest areas (deepest part of the fur), then work your way to the strands of fur that are most exposed (and therefore lightest)
CGTalk - Tutorial: Painting Hair
Can be applied to fur
Hope this helps. I don't do much with fur or with cel-shading, but the above tutorials help me when I do come across the need to do things with tons of hair @_@.
need help Shading 
