A few things:
First, remember to always delete history, and freeze & reset transformations on all objects you're going to export as sculpties. Otherwise, your sculpts will often end up lumpy.
Second, make sure your object display settings are in order. In Maya, you want to be viewing your NURBS objects at detail level 2 (simply select them and then press 2 on the keyboard). Your screenshot looks to be at level 3, which is WAY smoother than SL can do. Remember, Maya tesselates NURBS on the fly, for infinite resolution. The poly count at level 3 is insanely high. Level 2 is much closer to what SL will do with it. Also, your object display quality in SL should be all the way up, as Katrina mentioned.
Third, do keep in mind that SL's rendering of sculpties is going to be somewhat angular, no matter what you do. It's a fairly low-poly mesh. The hair pieces in your picture look about as good as I'd expect. They could be tweaked a little, sure, but on the whole, nothing jumps out at me as wrong.
