Just a quick post. I bought a wig today and thought I'd post a photo:
As this is my first experience with a wig, I learned a few thing along the way. I purchased a good quality synthetic wig - real hair was above my budget. The saleswoman was good enough to show me how to fit the wig to my head. Underneath that wig is a net cap, which is used to hide my natural hair, and helps hold the wig in place. She added a few hair pins to help anchor the wig to the cap. The saleswoman demonstrated several different hairstyles with the same wig using barrettes and clips. The hair can also be curled (but not heat-styled).
I got a good lesson on wig care. Wigs require a specific wig shampoo and conditioner. The synthetic hair needs to be combed with a metal pick (no plastic). Wigs are also susceptible to something like split ends, and require periodic trimming every few months to restore the look. If the split ends are extensive enough, the wig can be cut into a completely different hairstyle.
Anyways, I was really happy with the look and felt more feminine.