You'd definitely want to go for a wig-brush, and probably invest in a bottle of wig conditioning spray as well. As someone who cosplays several characters with long, thick hair (Shampoo from Ranma 1/2 especially), I can tell you it's a life-saver. My wig brush is made up of loops of wire on a paddle brush. The loops keep it from snagging on the netting of the wig. I picked it up at Sally's Beauty Supply, and I carry it with me to all my cons along with my wig spray. The wig spray basically takes the place of the natural oils your head produces that keeps your own hair from tangling. You can pick it up at beauty supply shops like Sally's. I actually get mine two places, Display and Costume (which sells costume wigs and accessories) and a hair supply place/salon in the mall called Beauty Works.
Also life-savers: a foam wig head, styling clamp, claw-style hair clips, and straight pins. When I'm not wearing my long wigs, I keep them pinned to a wig head with the fiber clipped together down its length. This keeps the fiber from flowing free and tangling (I swear, it does it on its own). I use the styling clamp to repair/maintain my wig after cons and to style new ones. It's a C-clamp with a movable peg used for wig-styling; I ordered mine from Katie Bair's site, but try checking anyplace that caters to cosmetology students.
It is vitally important to lengthening the life of your wig that you care for it properly. When you brush it, start at the ends, use short, gentle strokes, and don't jerk if you hit a tangle. Wig spray can really help work out a lot of snarls, but if you find yourself with one that just won't come undone, it's better to clip out a little fiber than to keep brushing (it'll damage the fiber and make it frizzy if you keep yanking at it). At the con, it's a good idea to keep the wig clipped together near the bottom with a claw style clip. If you want it to be free for pictures, that's fine, but just walking around with the fiber bouncing around is asking for a massive knot. Keep an eye on it and make periodic stops at the restroom, somewhere with a mirror, and work on any developing tangles. Trust me, it's easier to get rid of them while they're small and manageable than to wait to the end of the day when you've got a rat's nest brewing. (This is why you should carry your wig brush with you in your bag; spray and small scissors aren't bad either.)
Oh, and even if you have short hair underneath, it's not a bad idea to invest in a wig cap and some hair pins (not bobby pins, hair pins. They're v-shaped and open, not flat. Not interchangeable.) The wig cap actually gives the netting of the wig something to grip onto. The hair pins will also help with this. Long wigs are heavy, especially if it's good fiber, and they have a tendency to go sliding off your head. You don't want that; if your wig lands in a heap on the floor, it's gonna tangle. You can get a wig cap at a big costume store, or make one out of a pair of nylons (check cosplay.com's wig forum for info on how). Hair pins can be picked up at the supermarket in the hair care aisle or at a beauty supply store.
Finally...nice wig! I've never seen Chi crossplay, but I'm a fan of the idea in general. ^^ *loves a boy in a pretty outfit* Especially since you seem determined to do a good job. If you need help with styling, I'd be glad to offer assistance (bangs are my specialty.)