What's the best wig to Purchase? If you are 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 well-groomed wig can improve the natural look. For example, if have thin, blonde hair You should choose the wavy hat. If you have thick, brown, or curly hair, it is recommended to pick an wig that highlights the curly or curly style.