What is a good wig to Purchase? When buying a wig, there are certain things to consider. Always take a look at the hairstyle of the person who is wearing the wig. A good wavy wig will enhance the natural style. For instance, if you have hair that is thin and blonde then you must choose the wavy hat. If you have thick, curly, or brown hair, you need to choose an wig that highlights that hairstyle.