A lot of my costumes have involved long hair and I don't really have problems with it, so....
Get wig conditioner and a wide-toothed comb. Whenever you comb the wig out, spray it very liberally with wig conditioner, both on the outside and behind the fall of the fiber. This will really help in smoothing it out with less stress on the fibers.
Use a COMB, not a hairbrush. Hairbrushes fuck wigs up a lot faster.
Always braid the wig before storing it in a bag. This is extremely important. (The only time you can possibly skip this step is if you have a REALLY long, narrow bag like the ones Arda ships their long wigs in and you're very careful about putting the wig in straight. The point is, you don't want allow the fiber to become a pile that can tangle on itself in storage.)
COMB IT. Don't let it get to the point where it's a tangled clusterfuck, and never let it stay tangled because it will get worse. I gently comb a long wig whenever I take it out of the bag, as well as whenever I take it off and need to put it away. I keep the comb nearby when I put the wig on, and I take the time to smooth it out once it's on. Every so often, whenever I make a pitstop at my hotel room for food, bathroom, etc, I will also take the extra few minutes to smooth out the wig. Just be gentle while you're wearing it, because it's not attached to your head like real hair. Sometimes I even take the comb with me out into the con.
It also helps if you have a wig buddy when you're in an awkward or bulky costume who can spot for you - preferably someone who has experience in handling long hair.
FF9 cosplay? Hit me up!
I now have a Tumblr
. Sometimes I use it.