I have several wigs, all of the lace front variety. Putting them on is not a big hassle.
Right now, my own hair is longish (note to self: time to get it cut!), so controlling it requires that I wear a cap under the wig. Tucking hair under a cap is easier than tucking it under the wig.
I don't use glue. All my wigs have elastic around the edge and fit quite snugly. In high winds, I have trouble keeping the hair looking tidy, but I have never had to worry about the wig coming off. Hats are a different story, though. I have one knitted hat that I can remove from the wig without disturbing it, provided I am careful to turn the hat inside out as I remove it. Or, if I know I am not going to take my hat off (outdoors at the women's march, for example), I just wear a tuque over my own hair.
I find my wigs are quite comfortable, and I can wear one all day without it bothering me. It feels natural after a while.
It is not a good idea to sleep in a wig. It is likely to get damaged over time.