I’m a long time wig wearer. I have the bits of hair I do have shaved every week, and I sometimes go bald, sometimes wear a wig, sometimes wear a hat. There is life after hair loss, I promise!
You don’t have to go super expensive to begin with, but you DO need a decently made wig, and not something you bought off Amazon for cosplay. Both Simply Wigs and Valentine wigs sell good brands. The latter has a 30% off sale till next week, if you sign up for emails. Both have good customer service. If you can get a GP to confirm your hair loss, you will also be able to get the VAT off.
Re cap styles - Lace fronts and monofilament tops give you the most natural hairline and parting, but I wouldn’t invest at that level till you know you will wear the thing. If you have a fringe, you don’t need a lace front anyway, and you can get away without a monofilament top if you buy a rooted colour. I don’t find my wigs itchy or uncomfortable. If you are a woman of colour, then there are many salon options, especially in big cities, but if you aren’t, you are unlikely to find anything that suits you there.
I don’t wear human hair at all - synthetics are much easier to care for and style. Re them moving - when I first started to wear wigs, I went through all the glue and clipping process, now I literally pop it on my head and it has never shifted, even when soaked or out in a gale. The important thing is to put them on properly - there is a knack, and you don’t put them on like a hat, from the back, but from the front.
I now have a vast selection of the things, and because of that, they last a long time. I wash them in ecover hand wash liquid every 5-7 wears. In questions, just ask - it’s a big move, but I found it transformational.