Agreeing with what people have posted here.
The characters have different hair colours, so one just won't be accurate if you get only one wig. I also have seen people cosplaying Lucy with light hair, but I don't really like it.
My own Lucy wig was also too light, so I dyed it darker as well.
It's obviously still up to you and only you of course.
And alternate characters who do have the same hair colour like SanctusMagnum said, are also a good idea.^^