Forget the temporary spray color. It's not worth the expense or hassle.
There are two major options: buy a pre-colored wig, or color a white wig yourself.
Arda, Epic Cosplay, and Five Wits all have rainbow wigs. These are higher quality, therefore more expensive. Five Wits and Arda are $35, Epic is $45.99. There is also the "Punk Rainbow" wig from the Theatre House website. Lower quality, but only $16.95.
The other option is far more work. Buy a white wig you like, and color it using the appropriate method. There are wig dyeing FAQ's in this forum. For this style you would have to do the FW ink or Sharpie method.
Good luck and hope this helps!