Alright my 2 cents here... First I wouldn't shave your head. I understand that you may be balding or something like that but I have a strong feeling you will regret it. Just stop dying your hair, you can cut it short and maybe use some hair growth formula to make it come back.
Second if you want to wear a wig every day it will probably be really hard. Wearing wigs every day is great if they are made for it. This is a costume wig, which mean it will get tangled super easily. And brushing it will just make the fibers fall out. So if you do plan on wearing it every day be sure that right when you get it you treat it with a wig detangler first. Also you cannot wash it every day or with normal shampoo. Just an FYI.
Third if you want it to stick on your head and you are really worried about it use one of these products
And Lastly just be aware. Your wig will tangle, it might blow off, and you /will/ get odd looks for it. If you're ok with all that and are fine making a large investment into wearing wigs everyday go for it. If you really wanna wear them everyday though I would suggest getting multiple wigs and ones made for everyday use.