I have thought about using a wig before but they're quite expensive to just try them out.
For example, I have brown curly hair but I'd love to wear straight hair with the fuss having to straighten my hair or having another colour. I love red or burgundy hair but I'm too shy to wear my hair in those colours every day, so a wig would be perfect! teehee.
Through egl (the elegant lolita livejournal community) I found a wig shop on facebook, called Lockshop (and two smoking barrels). 
She is now having a contest where you can win a coupon for 50% or for 25% off for her shop!