I ordered some wigs and did an article on my blog about how to totally change your appearance. I did a look on myself and used a black haired wig and then a blonde one. It was fun - and it's amazing how something like a wig can totally transform your looks.
I have not work any of the wigs I purchased since though. I thought I'd take them on vacation with me to wear at clubs but ended up leaving them in my suitcase. The problem with wigs is that they're really hot! I am sensitive to the heat and they quickly become uncomfortable - especially in the summer. It is also a bit awkward to wear them - my hair kept falling infront of my face and I can't just tuck it behind my ear like I do with my natural hair - it's hard to describe the difference. I'd place the fake hair a certain way but it was a poor substitute for the hair on my scalp.
I'd definitely wear a wig if I was going to a club or party (during Fall/Winter) and wanted to do something really different. Other than that though they're in a box in my bedroom and never get used. I much prefer the comfort of my own hair and the feeling of breeze on my scalp. Just my two cents!