Britney wore hats when she went through the wig phase...

I think the wigs were attached to them? Unfortunately, wigs might never seem the same to me after watching Brit Brit's recent hair experimentation.
My grandmother wears a hair piece and I've seen some pretty nice clip-in hair pieces that add to what you already have. I think they can look pretty natural if you pick the right color.
KellyJef, do you have long hair that you could experiment with? Maybe find a picture of a hairstyle that you like and do one of those online deals where you put the hair on your face... Cosmo has software for doing that too.
Either way, it does sound like fun... Let us know what you decide!