In my experience there are two factors that cause the most difficulty for passable MTF crossdressing-- beard cover and hair/wigs. Many go to great lengths to get the clothes right, then slap on a cheap looking wig and defeat blow the whole look. Hair is often the first thing people look at when they see you.
I own several wigs and in my experience it's difficult to make a synthetic wig look like real hair. If you go with a synthetic, pick a darker shade, since the blondes tend to look the most plastic-like. I prefer human hair, but good quality HH can be expensive.
Hairline is the next issue. If you can look good with bangs, you can avoid having to buy a lace front, which is tricky to apply. Most women's wigs are sized for smaller heads than most men's. They are somewhat adjustable, but sizes vary (even when stated), which is why buying a wig by mail is kind of a crapshoot. If it doesn't contour to your head well, it can look oddly lumpy.
The type of foundation the wig has is important, too. If it doesn't have a mono or skin top, the mesh will show in a part.
Price isn't always an indicator of how a wig will look on you either. A wig has to be right for your head and your coloration.
There are many, many good wig dealers online. Some I've dealt with are TWC, Best Wig Outlet and
Wigs.com. I've also found good deals on good wigs from eBay sellers, but be careful there. I've discovered a good way to decide what hairstyles and colors look good on you without trying wigs on. Go to one of the free virtual makeover sites, upload a good head shot and check your looks with the many various hairstyles they have there. I do screen caps and save the pics for comparison. I like the Taaz makeover site, Instyle magazine's VM and the one at Mary Kay cosmetics.