What is a good wig to Purchase? When purchasing a wig there are some things to take into consideration. Always take a look at the hairstyle of the person wearing the hairpiece. A good wavy wig will help to enhance the natural hairstyle. If, for instance, you have thin, blonde hair it is best to choose one with a wavy cap. In case you've thick, brown, or curly hair, then you must choose a wig that will emphasize that design.