Mine are stored in the netting and plastic bags they come in. The nets keep them pretty tidy. If I were to store them on a wig head for an extended period of time, dust would collect as well. So yeah, just use the bag it comes in.
Tsumugi Kotobuki - Waitress Ver. [ K-ON! ] - 100%
Yuki Nagato - Disappearance Ver. [ The Disappearance of Haruhi Suzumiya ] - 100%
Lara Croft - Reboot Ver. [ Tomb Raider ] - 90%
Kyouko Sakura - Casual Ver. [ Puella Magi Madoka Magica ] - 100%
Makoto Sawatari [ Kanon ] - 100%
Charlotte - Human Ver. [ Puella Magi Madoka Magica ] - 40%
Ayu Tsukimiya [ Kanon ] - 10%