Slanted Encroaching Gobelin
Encroaching Gobelin is most often used for fur on animals, but it makes nice straight hair, too. I've also seen it used on Santa's coat and pants. You can slant it either direction for pants legs or arms.
You can shade very well with this or use an overdyed thread. I've also combined plies of various shades of cotton floss to create a fur look. If you use a slightly fuzzy thread like Burmilana or wool or perhaps Wisper, you can gently brush it afterwards to add to the fur effect.