Coming from the beauty industry, even all those years ago, you would be surprised how many people wear a wig.
However, many trans women even with little sometimes refuse to wear a wig, and indeed we often salute a cis woman who goes out with little or no hair when it is due to a medical condition, so the bottom line is anything goes!
Wearing a wig is no big deal these days, and there are plenty of celebrities who openly admit to wearing a wig or come out years later and admit he/she/they wore or wears a wig.
The most apparent UK celeb would be Ester Rantzen who came out in 2013 saying she had worn a wig for thirty years!
While at college, I had to learn wig making as part of my City & Guilds qualification but since that time they have moved on a great deal.
The best brand wig I have found is Ellen Wille and the Hair Society range, in particular, is very good. If you are a blonde, I would also recommend going for a "rooted" look as it looks more natural. Being "old school," I would always go for a wig that is your natural colour and as you get older, if you are a blonde, go up a shade or two.
The Hair Society range is award-winning, light, and most importantly, comfortable. The range is not cheap but haggle for a price from a dealer, and you can often get a 25% discount.