My preferred wig suppliers!

Jpop (US) for Monique Gold Label brand wigs. Pricey but *perfect*. Keep checking back - sometimes prices drop when a new series of wigs comes in! Sizes 3.5 to 11.
www.jpopdolls.net/store/home.php

You can also buy Monique brand wigs directly from the (US) manufacturer (although not all of these wigs are the Gold Label variety). Sizes 3.25 to 17.
monique.com/

Cool Cat (Taiwan) also sells nice quality wigs for reasonable prices! And they will mark shipment values low & ship as "gift" for customs. BJD sizes 6 to 9, plus Pullip & Blythe wig sizes.
us.sk-coolcat.com/front/bin/ptlist.phtml

Custom fur wigs with attitude! I'm not usually a big fan of fur wigs but Cassiel does a great job with them. Any size, any doll.
www.crysania.com/rhapsodisiac/
www.etsy.com/shop/kyashieru