Thanks for the nice compliment on my wig! I have a "wig wardrobe," a variety of synthetic and human hair wigs. Since I'm not the sporty type, I don't have any experience with worrying about a wig falling off during hard activity. Bummer! There are vaccuum wigs, and gripper type wigs, but I believe those require that your head be bald. If you are using regular wigs, the lighter the better as heavier ones will be more likely to shift and move. If you have hair, use lots of bobby pins to attach the wig. Double-sided wig tape works well, too, as does adhesive, directly on your skin.