In any case, when I tried on the wigs they clearly weren't too small. They fit just how I imagined a wig should - snug enough not to slip around, but not "OHMYGOD THE BLOOD FLOW TO MY BRAIN HAS BEEN CUT OFF" tight. I also did a little research (some through the EGL memories) on the most comfortable type of wig cap to buy, which is apparently mesh. So that's what I went with.
Imagine my frustration when the mesh cap and wigs caused a dull ache pretty much throughout each day. Argh! I had done everything right. By the end of the convention I discovered some redness by the hair line on my forehead, where the cap had rested, and also 2-3 bumps/welts under my hair (near my forehead and behind my ears) that made using a brush very difficult for a few days.
The wigs never caused any sharp pain, just a dull ache, as I said. It was manageable, but not very comfortable obviously. Can this be an issue with wigs that some people just have to deal with? I've had headbands that are overly tight leave bumps before, but usually a tight headband causes much worse pain/headaches than what I experienced with the cap/wigs.
Any advice for me? v_v The only possible thing I can think of is pushing the wig cap further behind my hairline, and further back behind my ears. But that increases the risk of your real hair sneaking out, and I DO have bangs to keep back as well.