What's a Good Wig to Buy? When purchasing a wig there are a few things you need to think about. Always be looking at the hairstyles of the person who is wearing the wig. 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. For those with thick, brown, or curly hair, then you must choose the wig that emphasizes the design.