1. Do you buy them online? If so, do you purchase them from Ebay? Do you have another site which you purchase them from?I find I get what I'm looking for better online than searching all throughout town. Haven't tried eBay yet. Though I know some trusted online wig stores some from me, others were suggested from other cosplays.
http://www.gothiclolitawigs.com/http://www.manicpanic.com/wigstock1.htmlThere is this Chinese website I go to sometimes. It's popularly known amongst budget Lolita Fashion fans -
http://taobao.com/For example, a 1 meter long Cosplay wig costs $15 there!
http://detail.tmall.com/item.htm?id=621 ... source=douThey are so cheap there because China yes, is an industry company and make everything from scratch there. They're manufacuturers are always competing with one another there to go for the lowest price so yeah... amazing prices over there. And a huge range too.
You don't have to know to read Chinese though - you can use an Agent. They charge like a 10% of the product's cost fee for their service which.. isn't bad when you work it out

And, if you get a good Taobao Agent, you can do reaaaaally well with a cheap wig from there. I use Taobao Focus.
http://taobaofocus.com/ That one is great coz what they do is they get the product sent to their warehouse, check it, and then send a photo to you by email and ask if thats what you asked to buy and if its all ok. If ie. they sent the wrong colour or whatever, they return the item, free of charge. With confirmation, they send. Really awesome! They also have a little translater tool on their page too. And it helps to navigate the pages with Google Chrome set to translate Chinese automatically.. helps tonnes.
2. Do you buy them locally (in Australia)? I can't seem to find any decent quality wigs that dont look like Halloween standard around where I live. I haven't found a store that specialises in them yet...
3. What things do you look for in the right cosplay wig for you? Eg. Quality, heat resistant, etc.Level of shininesss and stringyness- cheap ones usually look extra shiney and easy to get messy, which suggest cheapie-store Halloween standard which isn't as impressive for a cosplay!
If you are going to wear a quality looking cosplay - then a quality wig is a must. Otherwise a cosplay can look mighty strange.
Heat resiliency only matters if you're going to style or modify the wig with curlers/straigtener. It's like ironing Satin though... be gentle.
4. Does shipping prices determine the wig that you buy? I say, shipping and net price combined. I'd never pay more than $50 for a wig I'll never wear more than once or twice.
5. Does shipping times determine the wig that you buy?Never. I always make sure I order at least 3 months in advance. Prepare for the worst.
6. Have you ever had a bad experience from ordering a wig online?Not yet but I haven't bought that many wigs so I can't say much for the consensus.
7. Do you think that Australia has a good range of wig suppliers, or do you feel that a majority come from overseas?Suppliers or do you mean Manufacturers? Supplier businesses will more than likely have bought their products from overseas, such as manufacturing giants like China

Hence why a lot say "Made In China"
As for Australian wig maker company manufacturers.... haven't heard of any yet. if they did exist, I'd imagine they'd be very fine quality ones of natural styles, for people with baldness, illness, etc.
For a Cosplay, I'm not too concerned on brand or whatever. Cosplay wigs are normally one time only. Do you plan to wear your wig ever again?