To answer your question, with great difficulty. Wigs are not designed to have their style changed, so you will have the worry of holes showing in the wefts with almost every wig. Your best bet is to get a medium length wig that is thick, like Amphigory's Femme Fatal, but even then you have to be super delicate with it to avoid reducing the cap size and making the ponytail look stressed. It's definitely easier to buy one that's pre styled.
See me at Vancouver's own Anime Revolution in August 2012!
See me there as Lumpy Space Princess.
Princess Bubblegum-Adventure Time
The Flower Card-Cardcaptor Sakura
Rika Furude(school outfit)-Higurashi No Naku Koro Ni