I actually have a follow up to this...
I have a white wig that I want to streak with black/gray, to add some variance. Many, many years ago, I used a hair rinse (like you find at Wal-Mart, etc.) and streaked a wig, and it seemed to work well. But I honestly don't remember if it came off on the costume or not, or had any other problems (this was over 10 years ago).
Would you still recommend using wig dye, or does this technique work just as well? And for the streaking, just dip a comb into the stuff, and run it through the wig, right?