Search through the makeup forums. I prefer the eyebrows to be a bit darker than my wig if I'm going with an unnatural color. I have black eyebrows so I just use a matte colored eyeshadow that's either the color of the wig (since it'll look a little darker once it's on my brows) or one that's a few shades darker than the wig and just apply with an angled brush.
If it's too dark for you, you can cover the brows with a white eyeliner and do the same thing.
What's this for? It's a wig.
What's it for? To disguise yourself from yourself.
So what's it going to be then, eh?
Follow the cosplay twitter! @FyeahCosplay