number of ways, most are hard and take ages if you want it to look half decent.
For instance, for zebra skin you could grab a zebra, and blend the skin with the face, i won't go into exact details.
Changing face colour you can use 'Image >Adjustment' (up the top bar on PS) and theres heaps of options in there to mess around with. Grabbing bits and pieces from other images and blending them using tools like eraser and colour settings along with opacity can help.
heres some tuts that may answer some more questions (i havent done them, only looked).
Giving a rhino zebra stripes.
making mandy moore's face into a zombie Face swapping