Hermit: go for it! Wigs are a lot of fun and can basically give you the option of a hairjob on demand.
I know that wlaking in to a wig store and telling them what you want is really intimidating, but after all, you are a customer looking to buy what they are selling. Plus, there are a million excuses to get you off the hook - that you're in a play, that your girlfriend is asking you to get one for her, that you have a costume party, etc. And the cheapie wig stores won't care at all what you want to do with it. I know it's not easy but you'll be glad you did it.