Hair is one of those really difficult subjects. In my current avatar I am wearing a wig that is very close to my natural hair color and density. I have very fine hair. Even since I was young, I absolutely hated to get my hair cut. It was often a physical fight to get me to do so. As I understand it now, all of the girls loved my hair and this is one area in which I could feel affinity with them.
Fast forward a bunch of years, and T has done the damage. I have typical MPB. So after a year on HRT, Finasteride and Minoxidil, I went to Mexico and had transplants done. It was a great way to be able to afford it. Overall the results were very good. The small bald spot I had turned into a thin spot, and is now covered completely without surgery. In a couple of months I am going to get some more transplants, this time to thicken my part area so everything will look more natural. I am not going to Mexico, I am staying at home. For a smaller procedure, the cost differential does not justify the travel IMHO.
I have been through a ton of wigs and I will just say that if you buy cheapos, they will not last. The main thing to be wary of is the part. Get wigs that are monofilament. That way they will look a lot more natural when you style them. Make sure you treat them nicely as well. Keep them conditioned and they will last much better for you.
All that being said, since I am still in male mode, I just had to cut my hair for something. I went into a deep funk for a few days. Everyone keeps telling me how great it looks. I feel like gagging. I just hate seeing it in the mirror. Oh well, at least it should be about right in a couple of months to hide the new transplants, and from there on, no more short hair, hopefully ever!