A lot of outlets are used to the transgender community, but if you are unsure you should always telephone first, it's a lot easier to just put the telephone down than to walk out of a shop full of people.
Although buying from mail order is an option, remember you are buying blind and may not be able to return them!
The difference between synthetic wigs and real hair wigs can vary enormously but then again so does the price. Although Terri Anne uses synthetic wigs she very often gets complimented on how real they appear.
Just one point to think about though, if you are buying a wig then remember that it should match your eyebrow colour, otherwise it's a dead giveaway! I once made the mistake of buying a glorious blonde wig that I fell in love with, only to be "read" as soon as I got to the club!! I mean when did you last see a blonde with dark brown eybrows :-)