Advice on animating movements

Hello. I decided to make my first small flash movie and before I even made my character, I wondered, how do people animate the movement for the hair, or scarf blowing in the wind or clothing and such.

I seen flash movies where they animate these kind of things so beautifully. Is it frame-by-frame? Is it tweening and moving the object using the pen tool? How are they done?

Plus, in general, do any of you have any hints or tips when it comes to animating a person’s legs or arms? In terms of walking, drawing a weapon, waving, kicking etc.