Pet Wigs are found in the Clothing Shop in the Hairstylist tab. There's a variety of different choices to pick. They all come in the same color unless you buy a Wig Dye that costs Playfish Cash. After buying your wig of choice you can find it in your pet's inventory in the clothing tab. The lowest priced wig is 900 gold.
For a listing of all wigs in this wiki, see Category:Wigs.
Below are some of the first wigs released in the game.