This is going to sound incredibly complex, but its really easy. And cheap, the hair only costs about $2 a pkg, and you need about 3 packages to make a wig

I. Take the hair and spread it out on a sheet of 4 mil plastic (a cut open and flattened out plastic trash bag works too). Then I lay the hair on it and spread the hair out so that it is in a thin ‘sheet' about a foot or two wide. Then I figure out how long I want my Klingon hair to hang down, measuring with a tape measure, and mark that length on the hair. (some of the hair has to be shorter because it only hangs from your nape to your back, and some hair has to be longer because it hangs from your crown to your back)

So figure out how much hair of each length you will need, some long and some short. Then I take a plastic mustard or ketchup squeeze bottle, and
fill it with latex and black acrylic paint. (only color the latex black if you use dark hair, leave it plain if you use blonde hair)

Then I lay two straight edges (I use 2X4's) an inch apart where I want the 'root' of the hair to be, and squeeze the black latex between them in a long line across the hair, then take my finger and go back over it and squeege it well down into the hair, all the way to the plastic sheet.

After doing all the 'roots' that way, I VERY CAREFULLY move the sheet-full of hair to the hallway and hang it over the banister. Just leaving it laying on the floor or table would work fine too, as long as nobody steps on it. Let it dry 24 hours. By then it should be very dry and when you lift up an edge of the latex you can peel it right up off the plastic.

I then cut down the center of the latex 'root' so that I have two strips of hair with half-inch latex 'roots'. Cut all the hair into these strips with roots.

The way I do it to create a wig is to first create a little 'skullcap'. Make a piece of (black) latex skin (its going to go on the crown of your
head eventually, so paint it on the crown of your plaster head if you have one. It should be about 4 inches across, a round piece with one flat side that will lie along the front top hairline.

Remove the latex skin when it is dry, and pin it to the crown of a styrofoam head, but upside down with the top (flat) side at the bottom. Begin shingling it with strips of hair, from the bottom (flat edge) to the top.

Apply a little fresh latex to the dry latex 'root' of the hair strip (I use my finger, but the squeeze bottle works fine too) and use sewing pins with round beads on the head to keep them in place till they dry. The bead heads make the pins easy to find and pull out later. Put the shingles on right next to each other so that the whole skin is covered.

When it is dry, remove all pins and turn the furry skullcap upside down so that the flat side is at the top. The latex roots point upward, and this gives the crown of your hair a bit of 'lift'. This little cap is the crown of your wig that will go on last. Lay it aside.

Then I put the headpiece on a Styrofoam head and pin it in place so it will stay put till I get started. Starting at the nape of the neck, take a strip of hair, apply latex to the root and lay the strip of hair in place across the nape of the headpiece. Pin it in place..

Since the styro head is not the same shape as MY head, the headpiece doesn't fit it perfectly, so I have to put on some of the hair strips, let them dry, take out the pins, re-position the headpiece so that the part I'm working on will be flat to the styrofoam, and then do the next part.

The way I do it is:
1.one strip across the nape of the headpiece

2. one strip across the top of the head (this will be the hairline), and put it on 'upside down' so that the hair hangs over the face for now.

3. one strip from temple to temple across the back of the head, skimming close above the ears, being sure to lay the ends of that strip right on
top of the "hairline" strip's roots.
4. Now you see that the last piece of hair you just placed is in a U shape. Go up an inch and place another U shaped piece in the same way, from hairline, around the back, to hairline on the other side.

5. You might need to insert some extra lines of hair as you go up, depending on the size of your head, but don't feel that you have to shingle them solidly. A completely solid wall of hair makes for a heavy and hot headpiece.

6. Finally, place the skull-cap that you made earlier into place on the crown of the head. Lay it right on top of the roots of the hairline that should be lying forward across the face at this point. Latex it well and pin it down, leaving it plenty of time to dry.

This piece IS solidly shingled, and will prevent the back of your head from 'showing scalp' when gravity drags your hair to the sides. I don't know why you can't just shingle right on the headpiece, but I've tried it and it didn't work as well as making a separate little 'capt. When all is dry, remove all pins, flip the hairline back over the rest of the wig you've just created, and you're done.

Fake hair gets tangled easily and clumps into dredlocks, which is cool if you like them. You can't brush it very well without pulling hair out, soto keep it relatively untangled for as long as possible, lightly brush the hair after use, then tie it into a ponytail with a soft wide tie, like a scarf, and store it on a styro head. Lay a cloth over the ridges to protect the latex headpiece from unnecessary dust, and store in a place out of direct light. If you don't mind the dredlocks, just toss your headpiece any old where, and you'll get them soon enough.

A NOTE ON REAL HUMAN HAIR:
You can use this same system with real hair that comes loose in a package. But its so expensive that I plotz everytime a single hair comes loose and hits the floor, so its a little stressful. Sometimes real hair comes already attached in strips by way of a stiched strip. It is even more expensive than the loose hair. Same method can be used. Hair strips could also be sewn on if you're patient.