Thanks for the words of encouragement. Actually there is a store on Ebay UK specialising in supplies for cross-dressers, that says they have a walk-in shop in London, where I live. Maybe that would be a bit less intimidating, and they do stock a 40 inch wig....
Just have to find out exactly where it is (it doesn't give an address on Ebay). Oh, and then screw up my courage....