You must be careful, however, because the colours they give you online differ depending on your browser and your computer.  When in doubt, send a swatch or forego getting a wig online at all.  You just can’t be certain of the exact colour you’re going to get. 
The best wigs online also have a wide variety of choices, including human hair wigs and synthetic hair wigs.  Human hair wigs are more expensive than synthetic hair wigs but the realism you get out of them may make it worth it to pay the extra cost.  You can do more with styling of human hair wigs and they do not fry with a curling iron in the same way as synthetic hair might.  You need to make sure that the human hair wig is made with the cuticles all facing the same way and with the cuticles intact, if at all possible.  Most of these wigs come from hair collected in China or India where hair is rarely treated with perm solution or dyes.  The manufacturer lifts the hair colour from these mostly dark brown hair collections and matches them so that blond wigs are possible as well as all colours in between. 

Synthetic hair wigs, even at places that sell the best wigs online, are less expensive for a reason. The wefts are less close together so that they aren’t as realistic-looking as natural human hair wigs.  They can, in fact, look like doll’s hair heads when you’re done putting it on.  If you go to one of the best wigs online shops, however, you can get a synthetic wig that, whilst it doesn’t look as realistic as human hair wigs, will look nice and cover your head well without looking thin or cheap.