Yeah, I'll mention Cosplaywig again, because when I'm looking for a wig, they're always the first place I check. Initially, I didn't like them; the first wig I bought their was a very long one, and because of that, it tangled really easily, and now it's unusable... :| But I ended up buying two other wigs from them later on, and they're great. I have a pink, chest-length, kind of curly wig from them and it's beautiful, doesn't tangle at all. I also have a short black wig from them which is pretty great too.
Another good Ebay store I've used is Charissa Kids. I bought a long white wig from them. I thought it was going to be chest-length but it ended up being butt-length, it tangled easily, but I cut it to chest-length and now it's a lot more well behaved. My sister has a short wig from them and it seems nice too.