I am a full time wearer. How full-time? I have been known to sleep in them rather than risk seeing myself in the mirror without hair.
When I started transition I was a Norwood 6-7. After almost three years of HRT, and 16 months after Gender Confirmation Surgery, I am roughly a Norwood 5. (I am going to try to get a new professional evaluation for hair restoration surgery soon.)
I have several identical wigs of varying ages, with the oldest being my 'baking' hair that I wear when cooking, particularly around the oven (heat damage is really rough on a wig). The newest is my "Sunday go to church" hair. I rotate through them. They get washed after being worn for several days, in a special wig cleaner and conditioner, and are dried on open plastic stands.
The oldest is also worn when working out. In the summer swim season, I will wear a full coverage swim cap, and depending on my hair style, may grab a worn-out wig to wear under the cap, bits poking out.
Once properly on, it takes a bit to dislodge a fitting wig. Wig tape, really double-sided medical tape, can be useful if doing a lot of outdoor activity. Lace front or full lace wigs are attached with adhesives or double-sided tape and tend to be quite secure. Toppers and winglets anchor to remaining natural hair, and are also quite secure.
I only had headache problems from wearing a tight wig too low on the forehead, where it compressed blood vessels and cut off some scalp circulation. If you get a headache, lift the front of the wig a half-nice further up the forehead and try it there.
The wig caps or stocking caps serve to restrain ones own hair and help keep scalp oils from transferring to the wig's own cap. This helps the wig last longer, and may let you go longer between cleanings.
There are wigs that do not apply much pressure on the forehead and are a good alternative if one is prone to headaches from wigs. Lace front wigs are held on using special tapes.
https://www.susans.org/forums/index.php/topic,219729.msg1946699.html#msg1946699Here's a bunch of additional stuff I have on wigs, including links to more posts:
https://www.susans.org/forums/index.php/topic,240422.msg2171602.html#msg2171602