I don't like the plastic wig looks either, but I have had to deal with them in the past. While doing some experiments getting them 'dirty' for the human characters, I discovered that putting some shoe polish on them doesn't just make them dirty, but mats down the shine. I was making an Eomer wig piece for a costume display, so I used brown and it looked much more real, but a bit dirty.
f there is a cream colored polish out there you might be able to use it on a blond wig to take the sheen off without discoloring it? There may be other hair product that could do the same thing. The trouble with wigs, though, is that they do tend to get tangled and elves just aren't supposed to have a bad hair day!
The shine is just part of the problem, most wigs are parted down the middle...
I tried to alter a costume wig to look like the Haldir one, but the hairline didn't turn out that great...
Legolas wig
I did find this image on how the movie wigs are made, but I never tried doing it myself:
It is possible to make a costume wig hairline look decent by combing your real hair back over the wig and hairspraying it in place:
I've seen a picture of a girl dressed as Legolas who had brunette hair and she bleached just her bangs the color of the wig.
Oh, and just for fun... apparently Legolas has had a bad hair day. :lol