A few ways really:
Pen Tool, combination of Marquee Tools, Quick Mask, Shape Tool
Best is probably the Pen Tool. Click where you want the line to start then click AND HOLD a few cm below and now drag your mouse. This will alter the curve. Once you get it just right let go and then click below the second point to create another curve.
You now have a workpath. Right-click on the work path with the Pen Tool and you will be given a few options. Stroke will brush along the line with whatever brush preset you are using. Make Selection will turn it into a selection.
SiriusB