I put together a Phoenix costume for Halloween, and though the wig wasn't perfect (for some reason, and I don't know why, it didn't quite fit my head when I finished styling it...though that's probably just an error on my part), it worked pretty damn well.
I got myself a black wig with no bangs and completely straight hair. Then I cut it to the length I thought his hair would be if it was down (Can't remember exactly what it was). I got lucky and found a clamp, so I took the wig, slapped it on a foam head, pinned it, and had it hanging sideways off a chair....gave me a better idea of the length, and had it set for styling.
Got2b products=god. Use the spiking glue to get the spikes formed, and a lot of the freeze spray to get it to stay in the right shape. Since it was already hanging sideways, gravity did the hardest work for me. Keep spraying it, let it dry, and then wham, Phoenix wig.
I still need to make a new one for Anime Boston because my initial wig was too thin, so you could see through the spikes in the back to the wig cap XD
Though now I'm in this dilemma of what color Phoenix's hair really is. In the game, it's black. In artwork, it's dark brown. This fandom really has something against consistant colors (Miles' suit, Miles' hair, Phoenix's eyes...urgh).