I made a spell, which you can learn from a tome laying on Farengar's desk, in Whiterun Dragonsreach. This spell has two options;
1. Access the wigs-anvil; you can craft all available wigs under the MISC section
2. Teleport to the Wigs room; here is a wigs-anvil, and also 4 barrels which contain all the wigs. (plus 2 barrels for racemenu-wigs (v1.2))
If you are in the wigs room, recasting the spell gives you the option to return to where you came from.