When you go shopping for wigs how best is it to style your own hair? You can either have your hair in braids or brushed back. Word of advice: take your own wig cap/stocking cap when trying on wig samples. I have never tried 1 on before but I imagine it to be like a swimming cap, how comfortable are they? Can your scalp still breathe? I absolutely love wigs. They are VERY comfortable, lightweight and breathable. Those that workout in gym's what do you do? leave them on while you exercise? I leave mine on. I switched from lace wigs because of the adhesive, I didn't want to worry about adhesives ALL of the time after a workout. What I do is wrap the ends of the hair/wig, pin it up and tie a scarf around the perimeter of my head so when I am done working out, I just unwrap the scarf, unpin and go.