Generally I would try and find a wig that already sticks up. Other wise you have to deal with bending the hair/frame work itself. It's just easier if it's already up. Of course, that's assuming you can find one in the color you need. XD
I would get something like
this in the blond color, and then if you want a slightly different shade, get some blond hairspray that's closer to what you want. ^^ That's what a friend of mine did once. The wig she wanted didn't come in blue, so she got the white one and sprayed it blue. XD And you won't have to worry about it getting everywhere like hers did cuz Naruto's hair just sticks right up and doesn't touch anything. ^^