Wigmaking is one of those things I can do, but prefer not to if at all possible. It's tedious, takes a long time, generally more expensive to buy wefts of hair than to buy a pre-made wig, and HAIR GETS EVERYWHERE!
But sometimes, for that particular look, you gotta do what you gotta do. 
(part two of Extreme Customization) There are fewer places to buy wefted hair than doll wigs, these days. I bought mine from coolcat (see links) shops. There's also one My Little Pony customizing store that sells wefts of hair, but at pony sizes, which is around 3" wide, I think. It takes about 6' of weft to do a pullip wig.
The colors weren't exactly what I'd hoped for from the pictures online, the light green was lighter and the darker green darker. Before I started to sew, I draped the hair over the head to make sure it would still give the look I was going for.
And then I sewed. A non-parting wig is basically one long spiral sewn into a stretchy wig cap, all done by hand. With two colors, I was alternating the spiral on part of the head. My lap became very furry.
Wigs generally look like shit when you make them until you style them, which involved a lot of hot water and an iron. Once I got all the hair nice and flat, it was time to style! After a weeks of waiting for hair and couple of hours of sewing, knowing that one slip of the scissors and you're f*cked is a nice way to put the pressure on.
The look I was going for was "I did it myself with a razor blade!" chic. She's an evil clown, after all. Ironically, that was harder to do than normal bangs, because I've cut normal bangs dozens of times before, and a real 'bad job' would not look nearly as nice as this stylized sort of chaos. The hair length is cut more evenly (in the above picture she's leaning against the wall so her hair doesn't fall naturally), but at the same sideways skew as the bangs. I think there's more hair in my trash can than there is left on her head, but that's usually how it is unless you plan for a very long, bangless wig.
Coming up next: clothes!