First off...oh my gosh, Treasure Planet. My absolute favorite animated Disney movie.
Second, you'll want to post some reference pics, as not everyone will know who you're talking about. ^^;;
Now on to the wig. The problem with Jim's hair is that a lot of it is shaved right next to the scalp, and yet he also has that little braided ponytail right at the nape of his neck. Also, almost his entire hairline is showing. I looked up Jim cosplayers, and they all seem to be using their real hair, but as you're asking what wig to use, I'm going to go ahead and assume you absolutely do not want to/cannot use your real hair.
For obvious reasons, shaving a wig is not going to work. Take my advice with a grain of salt, as I'm not really experienced with working with wigs, but for Jim's hair, you're just going to have to fake it as close as you can by cutting the hair in the shaved areas as short as you can without exposing the wefts, while leaving the hair at the base of the neck long so you can still have that ponytail. It won't be shaved-short, but it'll be enough of a different length from the long pieces that it should look okay.
(the tuft at the end of it is really thick, you can probably caulk the extra hair you got from cutting the wig onto the end of the long piece, and then hide the caulk by wrapping around it)
Also, for that hairline of his, you may
have to get a lacefront wig. I've never owned one however, so I don't know if the hair can do anything but be simply slicked straight back, as Jim's is more up and to the sides from the middle. I hear that FantasySheep and Airily wigs are thick enough that it's possible to slick them back like that no problem, but unfortunately, I don't own a wig from either seller. Can anyone confirm/deny?
I know Arda (A North American seller) sells a lace front wig, and their wigs run pretty thick, and large for those with bigger heads who can't wear a wig sized for Asian heads. However, it seems Arda wigs tend to have really, really short fibers at the base of the wefts to make the wig look thicker. I personally don't like that, but it's not really that much of a problem, I think. I'm fiddling around with my Arda wig right now, (it's not a lacefront, mind) and though the wefts at the base of the neck don't appear to have those short fibers, the wefts at the hairline do. The bangs on my wig are too short to check, but those short fibers shouldn't be all that noticeable anyway.
For the long bits, the actual style itself should be easily achieved with scissors and hairspray. Not too much hairspray though, you don't want to look like you're wearing a helmet XD
That's all I got, if you need a bigger list of wig sellers, there are existing threads on this wigs and hair forum that should have more information. Just use the search function on the purple bar at the top of the page. Good luck, and have fun!