If you want to get a costume, I suggest Ezcosplay.com.
I won second place in their Nov. 2012 and got a free costume of my choice and omg, it was beautiful. I couldn't be more surprised (and this was the first time I ever 'bought' my cosplay, so I was shocked).
As for wigs, I think you might have a better time going on Ebay and getting a wig from there. I was supposed to get a costume from FM-Anime + wig and I just backed out because of the lack of reviews.
I also know that there is a Costumer Review of "go to websites" somewhere here on cosplay.com.