I've been trying to stay away from wigs since I can't afford really good ones and hate wearing them, although I'll be using one for Zuko. Most characters I've cosplayed have shortish brown hair, so I don't need one. For Vash I'm planning to experiment with colored hair gel to try to get a toned-down, more realistic version of his hairstyle, although I'm not sure if I'll be able to get my hair to spike properly even with loads of gel and spray.
Recently completed: Jacob Frye (AC Syndicate), Bucky Barnes (Captain America: TFA), Mako (Legend of Korra), Spike Spiegel (Cowboy Bebop), Newt Scamander (Fantastic Beasts)
In progress/planned: Roy Mustang (FMA: Brotherhood), Aldo Raine (Inglourious Basterds), Han Solo (Star Wars Ep V), Tommy Shelby (Peaky Blinders), Steve Rogers (Captain America: TFA), Jonathan Byers (Stranger Things)