A few basic tips can make your wig experience sooooo much easier.
1. Buy from a reputable seller online (Amazon and eBay rank sellers)
2. Only buy wigs made from heat resistant kanekalon fibers.
3. Make sure you have over a month to wait for shipping from Asia.
4. Store your wig in a Ziploc freezer bag while not in use, so it doesn't get tangled.
5. Wear a wig cap and practice putting your hair under it before your cosplay event.
Cosplay Tutorial: Putting on a wig and preventing it from falling off:
(video courtesy of Black Rabbit Productions)