Because I still live PT male and must have shorter hair for work, wearing the right wig is critical to any chance I have at passing (and even then not so well ).... It took me several wig "misses" (and some were really bad), before i finally found a company that makes wigs that have the right fit and feel for me. Even then I still sew in small wig clips in back because my head is flat in back and all wigs seem to slip up.
By the way, kudos to those of you that shampoo their own wigs. This may sound silly, but I am still too afraid out of fear that they will never look the same. I get mine cleaned at a local wig shop for $20 (sometimes a little more if they need a little reconstruction).
My tip for the day to those of you just coming out and are totally in fear of walking in to a wig shop (like I was): Understand that most wig shops have a steady clientele of trans women and want to help you and have you as a customer. If you have any concern, call before you go and ask if they cater to trans women. Had I understood that earlier, I could have avoided buying three or four wigs that did not fit, looked wrong on me, etc., and invested in one really nice wig.