It's hard picking out a wig if you're only going by a seller's picture.. I associate wigs with blunt bops, and super-shiny hair strands.. as long as it appears to be a bit on the duller-side, and has some dimension/layers with the cut, I think that's a safe bet to go with on ebay if you want something close to natural-looking.
I believe that there are actually a lot of entrepreneurial companies around who don't care if you have a mohawk or coloured hair. Especially in more creative fields, like IT, internet, advertising, marketing, the attitude towards dress codes is much more relaxed.
My company also hires people with colored hair and mohawks; we have 5 people with a hawk, the majority of our people have piercings, and people dress alternative (yet sharp); if I interview somebody, being different is actually a plus for me.
places that are for alternative subcultures (head shops, goth shops, sex shops, etc) and locally owned businesses that are owned by someone who doesn't care about such a thing. Oh yes, also any job in which you wouldn't have direct contact with customers (factory jobs, warehouses, etc)