The material/texture will be far the most important quality in my opinion as the one's in the film are made from real human hair (except the partial ones used inside the hats during the crowd scenes which are synthetic). Mine (below) was sort-of custom made as I spent a long time also looking for one. The material is Japanese Kanekalon which I personally found to move best. It was originally a long haired wig from eBay with bangs combed to the side that I cut up, fringed, and curled the ends a little bit to the outside. The bangs need to be more/less thick to be able to go over the mask naturally. Thin synthetic wigs won't be likely to do this trick. Also, his wigs are actually a very dark brown, not black.