As a start, I am using a wig that I had in my stash from when I dressed up as God from Dogma, so it is a very long wig. Unfortunately I had tried my hand at styling it before so it required quite a lot of brushing out. What you want for this sort of project is a wig that already has some curl in it, but does not have any bouffant sort of back combing built in. The curl that is already there is just going to make the wig more inclined to curl further. As for length, mine is super long but that is more because it was in my collection already. If you are buying a new one, you want something that is mid back length, though anything longer can be trimmed. Your wig should also be a high quality one, as they have more hair sewn onto the wefts.
Tools - wig, 30cm long strips of fabric, brush with wide tong spacing
The first step is obviously going to be brushing out your wig. For me, this took an age because of the aforementioned pre-styling. Then what you are going to do is to take a smallish piece of hair (I divide mine up by weft rows), brush it smooth and taking a strip of fabric, roll up the hair like you would a hair roller. When you get to the base of the wig, tie the ends together in a knot (or two).This is what they call ragging. When doing this, you really want to keep the hair very tightly wrapped so that you get a very tight curl. You also don't want to grab chunks that are too big because due to the length of your wig, by the time you get to the base, the curl ends up rather large. Keep doing this until you have a completely ragged wig.
Tools - kettle, large bowl / bucket, wooden spoon
Now you are going to be setting the style into the wig. Put a kettle full of water onto boil. Place your wig in the bucket or bowl. Once the kettle is boiled, pour over the wig, making sure that all the hair is completely covered. This is where I use the wooden spoon to help submerge the wig. I have read some forums where they tell you not to use boiling water on your synthetic wigs, but every time, I use boiling water, it is totally fine. If you are worried though, I would suggest stopping the kettle just before it has come to the boil. I then leave the wig in the water for a good 10 - 15 minutes just to make sure that it has had time to soak the water right into the centre of the curls.
Tools - chair, pegs, wooden spoon.
Drying. Drain off as much water as you can from the soaking wig, this is where the wooden spoon comes in really handy. Then take your wig outside where you don't mind all the drips and hang it up to dry. You can either peg it to your line or drape it over something. I just drape mine on the end of an outdoor chair. And then just leave it to dry. Depending on the weather and how thick the rolls ended up being this should only take about 12 hours. I like to leave mine for closer to 24 hours if not longer (it will really depend on how far in advance you are styling your wig). the best way to check is to start squeezing the rolls to see if they still feel wet. You may just have to unwind one of the thicker ones to test this. And of course, you could always try to speed up the process with a hairdryer, just don't get it too close to the wig for fear of melting the hair.
Tools - wig head and stand or model, scissors
Now for the moment of truth. Unravelling your wig. Pop your wig on either a wig head (mine is an old hairdressing one) or find a friend to wear it for you while you style. You will need to anchor it to the head though, otherwise it is going to flop around all over the place while you try to style. the best place to start unravelling your wig would be at the back, just so that you don't miss any of the rags. It's as simple as undoing the knots that you tied and the rolling out the rags. You will just need to be careful not to pull too much otherwise you run the risk of loosing your curls all together. I only list scissors in the tools as you may have rolled your rags a little too oddly at the ends (like I did) and you will need to trim off the very ends to take the rags off. Also, if the ends look a little too ratty, you could either trim them now or after the styling process.
Tools - tail comb, wig head, scissors, hairspray
Styling. By now, you should have found some research pictures on-line of how you want to style your wig. I am aiming for a generally roundness to my wig, with some looser curls hanging at the bottom. The best way to get the bulk at the base of the wig to build height is to start backcombing. As this is a wig, you really don't need to worry about your technique and in fact it is better if you a little rough as you are wanting the style to stay. (Unless of course you intend to re-style your wig at a later date). Start building bulk by working your way around the wig. First take the curl (I work one or two at a time) that you want to bulk up the base of, spray liberally with hairspray and take your comb and start backcoming the hair towards the base. It really is quite simple. As for the final styling, I can't really explain what I am doing, as it is really subjective to the style you have chosen. I just worked my way around the wig, first building up the base to get the height that I wanted and then concentrated on styling the remaining hair that was hanging out, by carefully combing it, spraying and pinning into place where necessary. My best advice is to just have a go.
Decoration. This is where you get to be a little creative. The Georgians loved big hair accessories. I didn't make any of my decorations permanent as I have a few Georgian gowns that I intend to wear the wig with. You can however attach flowers, ribbons, bows and feathers to combs that can be removed, so that you are able to customise your wig for your outfit. And there is of course, just simply adding a hat to the ensemble. I will say however, that you will need to be careful of the weight of your hat as it may flatten your wig slightly.
And voila. You wear the wig.
*NOTE* ragging can be done to style your own hair as well, I have found for me, that the best way is to start with damp hair, add a product (mousse, or setting lotion) through the lengths, roll up and leave to dry. It really depends on the length of your hair and how much you are rolling up as to how long it takes to dry.