I got my wig (see sig) from
God Save the Queen Fashions. It was not cheap by any stretch of the imagination ($80 after shipping), but the quality was pretty top-notch.
Additionally, due to a misunderstanding from the faded coloring of the image I sent them, they made the wig in the wrong color... BUT... they sent me photos before shipping it, so I could tell them what I thought. When I pointed it out, they remedied the problem by remaking the wig and express shipping it in time for the convention. If that isn't excellent customer service, I don't know what is.
GStQF is on the east coast. If you want something closer and not mail order, I've had a shop recommended to me:
Wells Wigs in Beaverton off of 217. I haven't bought from them, but I've had a look at their wigs, and they do both normal styles and costume styles using high-quality wigs. They have unnatural hair colors, too, such as green and purple. Not sure about their prices, but check 'em out if you want a styled wig and you live in or near Beaverton.