I had to buy a wig several years ago for a role I played. It is a pompadore style and looks like something you would expect to see on a televangelist. From the audience, it looks real; but up close, there is no mistaking it's a wig.
The whole time I was on stage, all I did was worry about the thing shifting or coming off. The tape to hold it on the scalp is not comfortable and loosens with sweat. I cannot fathom going around all day with that same worry and discomfort while wondering how many people can see it is a fake and are snickering at me.
I would gladly take the horseshoe back before ever considering wearing one of those things in public.