Hey Nat,
Unfortunately, I do not have any Chicago info. I'm a novice trying to learn also. I'm natural also, and have chosen wigs as my protective style. So it's been a little over a month since I've been wearing them, so I'll just share what I've learned/done so far: All my purchases have been from BSS. I started out with synthetics (approx $30 each) just to make sure I actually liked wigs and cuz I couldn't find long human wigs. My first one was a "quick/instant" weave. I would totally recc this above any other wig as they look the most natural, and at most look like a weave - you just leave a tiny bit of hair out. Unfortunately, I can't wear them as my natural (pressed) hair reverts too easily in the summer heat. Then I went to full synthetic wigs (see my album) so far I'm happy with the Chade and Soul Tress/Pazazz line, but with synthetics I did not find a big difference in brands, just styles.
Now I'm ready to upgrade to human hair wigs. I have not seen any styles that I like at BSS's, as I want length and they seem to carry few/no styles longer than shoulder length! So I have been looking online and found some cool styles on eBay, after doing some research I've figured out that the popular/cute eBay brands are Zury and Motown Tresses, which are found at most BSS. I've felt the hair and it's nice and natural feeling. I don't know what brands are "better" than others in the under $150 range.
My tips are:
- Wigs always look better on in the store
- No matter what kind of wig you buy, you must take it to get styled/thinned at a HD or style/thin it yourself.
- To degloss/dull the shine of a synthetic wig lightly dust it with baby powder or lightly spray it with diluted fabric softner and let dry overnight.
- when buying synthetic always go up 1 shade than you normally do (ex. if you're a 1B, get a 2)
- Depending on style try to get a monofilament top (usually cheaper on internet/ebay, than anywhere else)
Artificial Scalp Tops - Some wigs have artificial scalp tops to create a more natural look, and to allow more styling versatility. Hair on the artificial scalp comes out vertically, the same as natural hair growth, so the hair can be easily parted anywhere without seeing any of the cap material underneath. Artificial scalps come in a variety of types and sizes.
Monofilament Top - The best simulation of natural scalp hair growth. Fine groups of 2 to 4 hair fibers are hand tied on to a fine see through mesh that allows both light and air to pass through. This allows the most comfortable and natural look.
I also found these FAQ's helpful:
http://www.belkwigs.com/faqs.htm#kinds
http://allaboutwigs.onthetop.com/allaboutwigsresults.asp/topic_BE+INFORMED,+BEFORE+YOU+BUY
http://www.alleycatscratch.com/lotr/makingem/Hair/WigIntro.htm
Ok, that's all I can think of for now...Hope I've helped. Good luck!
I want a long one so I can practice for when my real hair is BSL again you know 
