When you're wearing a great-looking wig, you'll probably want to keep it looking great, yes? One of the secrets to seamless wig wear is a wig cap, like this one from Pleasure Wigs. Worn over your hair/head underneath your fabulous faux hair, the lightweight elasticized net works triple duty at comfortably containing any strays, providing some 'grip' for your wig, and letting your scalp breathe.
In 90% nylon and 10% spandex, the Wig Cap should be gently hand-washed as needed. Fits most.