Whenever I'm doing an extraction, I first try to decide just how good it has to be. For example, if all you are going to do is slightly change the brightness or colors of the background in a photo, you can often "get away with murder" -- it can be a crude selection, and no one will ever notice. There is just no point in doing more work than is absolutely needed.
OTOH, if you are going to completely change the background, you have to be very careful. For example, if the subject was originally on a dark background, but you need to place it on a white background, you have to be much more careful.
With respect to selection techniques for difficult images, one favorite trick of mine is to make another, temporary version of the image adjusted to make the subject clearly stand out. Typically, I'll increase the local and/or global contrast, increase the saturation, change the brightness by absurdly large amounts ... whatever is needed to get the subject stand out visually.
Here's an example of doing this to the image you cited to make the extraction using automated tools easier:
I'll then use something like the quick selection tool to perform an initial selection based on this temporary, pimped up version of the actual image. Usually, I'll next improve problem areas using the polygonal lasso tool (alternating between "add" and "subtract") modes, then a "refine edges" improvement of the selection, and then save the selection.
I can then use this selection on the actual image, not the psychedelic version I used to generate the mask.
Here's the original subject cut out and placed over a black background.
The total time to do this was probably 3 or 4 minutes. It took much longer to write up the text of this message than it did to do the actual work, LOL.
If this selection wasn't good enough, once I have a reasonable (saved) selection to start from, it's much less of a job to go back and work on the problem areas using whatever tool works best for that area, eg, more applications of the polygonal lasso, the pen tool, working with a brush in these areas, etc. The basic idea is to initially reduce the number of areas that need time-consuming manual work.
Anyway, I'm sure other folks have their favorite methods and will chime in.
Cheers,
Tom