Great tutorial! I think what I like the most about it is that it doesn't do what I see a lot of other SAI tutorials/art doing, where the individual locks of hair are shaded and highlighted so much that it makes the hair look chunky, tubelike, waxlike, or some combination of that and thus no longer "real".
They're high-quality artist markers that can blend like paint and kind of look like watercolor. Some manga artists use them for coloring and shading. I think some of them have brushes on the ends instead of those markery endy things, and I'm pretty sure they're refillable.