Probably the most frustrating problem we all have.
For me, finding a good hair, beautician, and wig store is the only answer.
I just changed my wig, (in Denver, CO) and boy does it make a difference. Before, it took a lot of time and care to pass, and not look like I had a wig on.
I also think the on-line sites that allow you to import your picture and then try different styles, colors, lenghts, ect, are worth the time and money. At least you can "narrow it down" prior to making an appointment with a wig store.
Many wig stores have "privacy areas," but I think you need to have make up on, to really see how a color will look on you. All of the wig people that I have dealt with allow you to come dressed, and that gives you an even better picture of the final image.
Find a good professional, spend lots of time, try all types of colors and listed to the advise that others are giving you.
Julie