Ditto what Rackranch said.
I'll use my boys as an example. I've got a freshman and a 6th grader. They both play football and are very active in other aspects of 4-H/FFA, get very good grades, etc + help us take care of our 250 hd cow/calf operation. Every year, we have 6-8 steers/heifers in the barn. They/we physically do not have time to rinse and blow their calves every day. It's sacreligous to admit it, but we don't. In the summer, each calf gets done 3-4 times per week, in the fall it's honestly probably closer to 1.5 times a week (1-2 calves always separate themselves as being the best by then). And then come Christmas break we really get back after it and calves get worked maybe 3 times a week.
Granted we live in north central Texas and have a pretty cool (as in temperature) barn, but using this method we always have plenty of hair for Fort Worth, and have our share of success at the majors. But I am a believer in a kid being a little more well rounded than just being a barn rat.
Long story short- you work the hair on a "slick" calf just like you do ones that are destined for hair shows, but in all honesty getting a bath a couple of times a week is enough.
You have to start with a good calf and then make or break a show steer by how you regularly and consistently you feed them. It doesn't sound sexy, but that's the truth of it. Turning them out together and dumping feed to them once a day doesn't cut it. They need fed by themselves twice a day, same time every day, and turned out at night to get exercise.