I recently had to clean long hair out of the wheels of a desk chair, and all I can say is that its a time consuming occupation. If you can get the end of a hair wrapped around the end of a pair of needle nose pliers, you can sometimes gently pull it out, while wrapping it around the end of the pliers. Check the wheels, sometimes you can take them apart, depending on how expensive they are, then you can get right at the bearings, get the hair, add a bit of grease, put it back together. Or, if its a really cheap chair, you can sometimes take the wheels off and get replacement ones at a local hardware store.
-Centaura